+33.3%
ADP vs NVD
-98.6%
+131.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.0% | -8.5% | +0.5% |
| 7D | +0.3% | +17.0% | -16.7% | +0.2% |
| 30D | +11.6% | +77.3% | -65.7% | +11.5% |
| 3M | +15.1% | +61.6% | -46.6% | +14.9% |
| 6M | +46.0% | +40.7% | +5.4% | +45.9% |
| YTD | +22.4% | -10.5% | +32.9% | +21.7% |
| 1Y | +24.5% | -6.1% | +30.6% | +24.0% |
| 3Y | +44.8% | -98.4% | +143.2% | +27.1% |
| All | +33.3% | -98.6% | +131.9% | +14.6% |
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