+20.5%
ADP vs NVT
+3.0%
+17.5%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -12.7% | +15.3% | -0.5% |
| 7D | +6.4% | -19.5% | +25.9% | +1.3% |
| 30D | +16.6% | -32.4% | +49.0% | +7.3% |
| 3M | +12.9% | -30.3% | +43.2% | +5.1% |
| 6M | +45.7% | -30.4% | +76.1% | +36.7% |
| YTD | +20.6% | +11.3% | +9.3% | +18.8% |
| 1Y | +20.5% | +3.6% | +16.9% | +18.8% |
| All | +20.5% | +3.0% | +17.5% | +18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling