+190.3%
NVT vs OUST
+554.0%
-363.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +2.4% |
| 7D | +5.1% | +5.2% | -0.1% | +4.3% |
| 30D | -3.7% | -19.3% | +15.6% | -0.9% |
| 3M | -10.1% | -22.6% | +12.5% | -8.5% |
| 6M | +37.5% | +62.8% | -25.3% | +25.9% |
| YTD | +53.7% | +68.3% | -14.6% | +39.3% |
| 1Y | +70.9% | +28.5% | +42.3% | +57.8% |
| All | +190.3% | +554.0% | -363.7% | +107.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling