+21.3%
ADM vs NVT
+3.0%
+18.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -12.7% | +13.1% | 0.0% |
| 7D | -8.3% | -19.5% | +11.2% | -8.7% |
| 30D | -14.1% | -32.4% | +18.3% | -14.6% |
| 3M | -10.7% | -30.3% | +19.6% | -11.2% |
| 6M | -5.9% | -30.4% | +24.5% | -6.2% |
| YTD | +25.8% | +11.3% | +14.4% | +28.1% |
| 1Y | +21.3% | +3.6% | +17.7% | +21.5% |
| All | +21.3% | +3.0% | +18.3% | +21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling