+22.6%
VZ vs OUST
-52.6%
+75.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +15.7% | -13.7% | +2.3% |
| 7D | +6.9% | -0.2% | +7.1% | +6.9% |
| 30D | +2.3% | -24.0% | +26.2% | +2.0% |
| 3M | 0.0% | -29.9% | +29.9% | -0.2% |
| 6M | +0.2% | +19.1% | -18.9% | +0.3% |
| YTD | +20.9% | +55.0% | -34.1% | +21.0% |
| 1Y | +25.2% | +21.2% | +4.1% | +25.5% |
| 3Y | +55.9% | +626.0% | -570.1% | +51.4% |
| 5Y | +22.6% | -51.6% | +74.2% | +14.4% |
| All | +22.6% | -52.6% | +75.1% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded OUST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling