+76.8%
NVT vs OUST
+34.0%
+42.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.9% | +1.3% | +3.6% |
| 7D | +10.4% | +12.7% | -2.4% | +7.8% |
| 30D | -1.3% | -13.6% | +12.3% | +1.5% |
| 3M | -0.6% | -8.3% | +7.7% | -1.2% |
| 6M | +53.8% | +85.0% | -31.2% | +32.1% |
| YTD | +60.2% | +73.2% | -13.1% | +37.4% |
| 1Y | +76.8% | +32.5% | +44.3% | +56.1% |
| All | +76.8% | +34.0% | +42.8% | +56.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling