+107.1%
ADM vs NVT
+488.5%
-381.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.4% | +2.9% |
| 7D | +4.2% | +8.0% | -3.8% | +2.3% |
| 30D | -12.8% | -24.8% | +11.9% | -8.0% |
| 3M | -8.5% | -32.4% | +24.0% | -1.6% |
| 6M | -10.9% | -33.5% | +22.6% | -4.7% |
| YTD | +29.4% | +13.2% | +16.2% | +18.3% |
| 1Y | +27.5% | +9.0% | +18.6% | +17.4% |
| 3Y | +10.3% | +129.4% | -119.0% | -25.9% |
| 5Y | +27.4% | +230.1% | -202.7% | -28.0% |
| All | +107.1% | +488.5% | -381.3% | -9.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling