+384.8%
ADI vs NVT
+712.1%
-327.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +1.7% |
| 7D | +2.6% | +7.0% | -4.4% | -0.9% |
| 30D | -4.6% | -2.3% | -2.3% | -3.9% |
| 3M | -9.5% | -3.1% | -6.4% | -8.6% |
| 6M | +14.8% | +47.0% | -32.2% | -6.5% |
| YTD | +35.8% | +56.2% | -20.4% | +6.6% |
| 1Y | +48.9% | +74.5% | -25.6% | +9.5% |
| 3Y | +115.6% | +184.0% | -68.5% | +16.1% |
| 5Y | +135.1% | +410.8% | -275.7% | -8.6% |
| All | +384.8% | +712.1% | -327.3% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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