+32.6%
ADP vs NVD
-98.7%
+131.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.8% | +6.1% | +0.3% |
| 7D | +0.9% | +27.3% | -26.4% | +0.8% |
| 30D | +11.9% | +59.9% | -48.1% | +11.8% |
| 3M | +13.7% | +39.4% | -25.7% | +13.6% |
| 6M | +46.8% | +27.6% | +19.2% | +46.7% |
| YTD | +21.8% | -17.9% | +39.7% | +21.1% |
| 1Y | +23.5% | -14.5% | +38.0% | +23.1% |
| 3Y | +44.1% | -98.6% | +142.6% | +26.5% |
| All | +32.6% | -98.7% | +131.3% | +14.1% |
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