+175.0%
ADP vs NVT
+694.8%
-519.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.3% |
| 7D | -5.7% | +2.0% | -7.7% | -6.3% |
| 30D | -1.4% | -7.2% | +5.8% | 0.0% |
| 3M | +16.6% | -0.9% | +17.5% | +14.6% |
| 6M | +24.9% | +42.6% | -17.6% | +9.0% |
| YTD | +5.6% | +52.9% | -47.3% | -10.5% |
| 1Y | -6.0% | +64.5% | -70.5% | -23.0% |
| 3Y | +14.5% | +178.0% | -163.5% | -27.3% |
| 5Y | +47.9% | +402.8% | -354.9% | -28.7% |
| All | +175.0% | +694.8% | -519.9% | +2.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling