+119.5%
NVT vs OUST
+626.4%
-506.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +14.0% | -6.0% | +5.8% |
| 7D | -15.7% | +17.0% | -32.7% | -18.0% |
| 30D | -36.6% | -16.5% | -20.1% | -35.1% |
| 3M | -34.8% | -23.7% | -11.2% | -32.7% |
| 6M | -38.2% | +18.4% | -56.6% | -41.0% |
| YTD | +4.8% | +60.8% | -56.0% | -4.7% |
| 1Y | -2.8% | +44.2% | -47.0% | -10.6% |
| 3Y | +119.5% | +668.1% | -548.6% | +59.9% |
| All | +119.5% | +626.4% | -506.9% | +59.9% |
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