+2.5%
NVT vs OUST
+42.6%
-40.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +10.8% | -3.1% | +5.1% |
| 7D | -7.5% | +36.7% | -44.2% | -14.7% |
| 30D | -31.5% | -3.3% | -28.2% | -31.5% |
| 3M | -30.4% | -11.1% | -19.3% | -29.3% |
| 6M | -32.5% | +53.1% | -85.5% | -40.6% |
| YTD | +12.9% | +78.2% | -65.3% | -9.1% |
| All | +2.5% | +42.6% | -40.1% | -12.7% |
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