+15.0%
ADP vs NVD
-99.1%
+114.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.5% | -3.7% | +0.8% |
| 7D | -5.7% | +9.0% | -14.8% | -5.7% |
| 30D | -1.4% | -5.5% | +4.1% | -1.4% |
| 3M | +16.6% | -24.6% | +41.2% | +16.4% |
| 6M | +24.9% | -42.1% | +67.0% | +24.4% |
| YTD | +5.6% | -44.3% | +49.9% | +5.2% |
| 1Y | -6.0% | -54.2% | +48.2% | -6.7% |
| 3Y | +14.5% | -99.1% | +113.6% | -1.4% |
| All | +15.0% | -99.1% | +114.1% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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