+45.7%
ADM vs NVT
+66.6%
-21.0%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.4% |
| 7D | +3.0% | +2.0% | +1.0% | +3.0% |
| 30D | +8.7% | -7.2% | +15.9% | +8.7% |
| 3M | +7.6% | -0.9% | +8.5% | +7.5% |
| 6M | +26.9% | +42.6% | -15.7% | +28.8% |
| YTD | +54.3% | +52.9% | +1.4% | +58.3% |
| 1Y | +45.7% | +64.5% | -18.8% | +52.6% |
| All | +45.7% | +66.6% | -21.0% | +52.6% |
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