+534.9%
NVT vs OUST
-60.6%
+595.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.6% |
| 7D | -13.0% | +31.9% | -44.9% | -15.9% |
| 30D | -32.7% | -4.2% | -28.5% | -32.6% |
| 3M | -30.6% | -9.3% | -21.3% | -30.1% |
| 6M | -33.6% | +51.7% | -85.3% | -37.4% |
| YTD | +11.0% | +76.6% | -65.6% | +2.3% |
| 1Y | +0.8% | +48.9% | -48.1% | -5.8% |
| 3Y | +125.7% | +675.3% | -549.6% | +74.7% |
| 5Y | +231.1% | -44.0% | +275.2% | +182.0% |
| All | +534.9% | -60.6% | +595.5% | +425.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling