+204.0%
NVT vs DECK
+23.3%
+180.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.2% | +9.1% | +8.3% |
| 7D | -15.7% | +5.8% | -21.4% | -17.2% |
| 30D | -36.6% | +7.9% | -44.5% | -38.2% |
| 3M | -34.8% | -11.4% | -23.4% | -33.1% |
| 6M | -38.2% | -16.6% | -21.7% | -36.2% |
| YTD | +4.8% | -16.4% | +21.2% | +7.0% |
| 1Y | -2.8% | +8.6% | -11.4% | -9.0% |
| 3Y | +119.5% | -15.1% | +134.6% | +110.1% |
| All | +204.0% | +23.3% | +180.7% | +157.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling