+220.8%
ADP vs NVT
+488.5%
-267.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.8% |
| 7D | +2.2% | +8.0% | -5.8% | +0.5% |
| 30D | +10.6% | -24.8% | +35.3% | +15.8% |
| 3M | +12.9% | -32.4% | +45.3% | +20.3% |
| 6M | +50.6% | -33.5% | +84.1% | +58.7% |
| YTD | +23.2% | +13.2% | +10.0% | +9.3% |
| 1Y | +25.3% | +9.0% | +16.3% | +12.0% |
| 3Y | +47.1% | +129.4% | -82.3% | -6.2% |
| 5Y | +50.1% | +230.1% | -180.0% | -20.2% |
| All | +220.8% | +488.5% | -267.6% | +24.5% |
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