+409.6%
NVT vs OUST
-53.9%
+463.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +2.4% |
| 7D | +5.1% | +5.2% | -0.1% | +4.5% |
| 30D | -3.7% | -19.3% | +15.6% | -1.4% |
| 3M | -10.1% | -22.6% | +12.5% | -8.8% |
| 6M | +37.5% | +62.8% | -25.3% | +27.7% |
| YTD | +53.7% | +68.3% | -14.6% | +41.6% |
| 1Y | +70.9% | +28.5% | +42.3% | +60.0% |
| 3Y | +180.4% | +554.0% | -373.6% | +111.8% |
| All | +409.6% | -53.9% | +463.5% | +383.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling