+816.2%
NVT vs OUST
-61.4%
+877.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.9% | +1.3% | +3.9% |
| 7D | +10.4% | +12.7% | -2.4% | +9.0% |
| 30D | -1.3% | -13.6% | +12.3% | +0.2% |
| 3M | -0.6% | -8.3% | +7.7% | -0.8% |
| 6M | +53.8% | +85.0% | -31.2% | +42.3% |
| YTD | +60.2% | +73.2% | -13.1% | +48.4% |
| 1Y | +76.8% | +32.5% | +44.3% | +66.2% |
| 3Y | +191.2% | +643.8% | -452.6% | +126.3% |
| 5Y | +430.9% | -52.1% | +483.1% | +355.8% |
| All | +816.2% | -61.4% | +877.5% | +662.6% |
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