+15.2%
ADP vs NVD
-99.2%
+114.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.9% | -7.4% | -3.5% |
| 7D | -5.5% | -7.7% | +2.2% | -5.5% |
| 30D | -1.2% | -5.8% | +4.6% | -1.3% |
| 3M | +17.9% | -23.2% | +41.1% | +17.8% |
| 6M | +20.3% | -49.7% | +70.1% | +19.7% |
| YTD | +5.8% | -47.7% | +53.5% | +5.4% |
| 1Y | -7.7% | -61.3% | +53.6% | -8.6% |
| 3Y | +14.7% | -99.2% | +113.9% | -1.2% |
| All | +15.2% | -99.2% | +114.4% | -0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling