+500.2%
NVT vs DECK
+498.0%
+2.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +4.3% | +3.4% | +6.2% |
| 7D | -7.5% | +6.4% | -13.9% | -9.8% |
| 30D | -31.5% | +9.1% | -40.6% | -34.0% |
| 3M | -30.4% | -7.2% | -23.2% | -29.2% |
| 6M | -32.5% | -9.9% | -22.5% | -31.5% |
| YTD | +12.9% | -12.8% | +25.7% | +14.1% |
| 1Y | +3.7% | +10.6% | -6.9% | -5.2% |
| 3Y | +135.8% | -13.8% | +149.6% | +118.4% |
| 5Y | +232.7% | +27.6% | +205.1% | +145.6% |
| All | +500.2% | +498.0% | +2.2% | +132.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 10y: compounded portfolio wealth divided by compounded DECK 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…
10y analysis · Full analysis span regression · 6 months rolling