+14.7%
ADP vs NVT
+193.5%
-178.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +4.2% | -7.7% | -3.4% |
| 7D | -5.5% | +10.4% | -15.8% | -5.2% |
| 30D | -1.2% | -1.3% | 0.0% | -1.2% |
| 3M | +17.9% | -0.6% | +18.5% | +18.0% |
| 6M | +20.3% | +53.8% | -33.4% | +17.2% |
| YTD | +5.8% | +60.2% | -54.3% | +2.6% |
| 1Y | -7.7% | +76.8% | -84.5% | -11.6% |
| 3Y | +14.7% | +191.2% | -176.5% | -2.1% |
| All | +14.7% | +193.5% | -178.8% | -2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling