-10.9%
ADM vs NVT
-32.0%
+21.0%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.1% | 0.0% |
| 7D | +0.7% | +17.4% | -16.7% | +1.6% |
| 30D | -14.7% | -28.4% | +13.7% | -15.6% |
| 3M | -10.4% | -32.4% | +22.0% | -11.1% |
| 6M | -10.9% | -32.2% | +21.2% | -10.9% |
| All | -10.9% | -32.0% | +21.0% | -10.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling