+67.2%
ADM vs NVT
+399.9%
-332.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.7% |
| 7D | +3.0% | +2.0% | +1.0% | +2.7% |
| 30D | +8.7% | -7.2% | +15.9% | +9.6% |
| 3M | +7.6% | -0.9% | +8.5% | +7.0% |
| 6M | +26.9% | +42.6% | -15.7% | +19.2% |
| YTD | +54.3% | +52.9% | +1.4% | +43.1% |
| 1Y | +45.7% | +64.5% | -18.8% | +32.5% |
| 3Y | +21.9% | +178.0% | -156.1% | -6.9% |
| 5Y | +67.2% | +402.8% | -335.6% | +1.9% |
| All | +67.2% | +399.9% | -332.8% | +1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling