+416.0%
NVT vs DECK
+480.2%
-64.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -1.5% | -11.3% | -12.2% |
| 7D | -28.8% | +6.0% | -34.8% | -30.5% |
| 30D | -43.3% | +7.4% | -50.7% | -45.1% |
| 3M | -39.2% | -11.7% | -27.5% | -37.0% |
| 6M | -41.8% | -11.0% | -30.8% | -40.8% |
| YTD | -2.9% | -15.4% | +12.5% | -0.9% |
| 1Y | -12.0% | +7.2% | -19.2% | -18.7% |
| 3Y | +102.8% | -11.8% | +114.7% | +85.4% |
| 5Y | +182.2% | +24.3% | +157.9% | +110.0% |
| All | +416.0% | +480.2% | -64.2% | +101.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling