+4.3%
NVT vs OUST
+46.4%
-42.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.2% | 0.0% |
| 7D | +17.4% | +19.9% | -2.5% | +12.4% |
| 30D | -28.4% | +3.6% | -31.9% | -29.3% |
| 3M | -32.4% | -20.6% | -11.8% | -29.6% |
| 6M | -32.2% | +35.1% | -67.2% | -38.6% |
| YTD | +14.0% | +69.1% | -55.1% | -7.1% |
| 1Y | +4.3% | +49.9% | -45.7% | -11.5% |
| All | +4.3% | +46.4% | -42.1% | -11.5% |
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