+47.1%
ADP vs NVT
+131.3%
-84.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.6% |
| 7D | +2.2% | +8.0% | -5.8% | +2.8% |
| 30D | +10.6% | -24.8% | +35.3% | +9.1% |
| 3M | +12.9% | -32.4% | +45.3% | +11.0% |
| 6M | +50.6% | -33.5% | +84.1% | +48.7% |
| YTD | +23.2% | +13.2% | +10.0% | +18.4% |
| 1Y | +25.3% | +9.0% | +16.3% | +20.6% |
| 3Y | +47.1% | +129.4% | -82.3% | +24.5% |
| All | +47.1% | +131.3% | -84.2% | +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 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