+45.0%
ADP vs NVT
+420.2%
-375.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.8% |
| 7D | -5.7% | +7.0% | -12.7% | -6.3% |
| 30D | -3.1% | -2.3% | -0.8% | -3.0% |
| 3M | +15.6% | -3.1% | +18.7% | +15.2% |
| 6M | +20.8% | +47.0% | -26.2% | +11.6% |
| YTD | +4.7% | +56.2% | -51.5% | -4.7% |
| 1Y | -8.3% | +74.5% | -82.8% | -19.0% |
| 3Y | +13.6% | +184.0% | -170.5% | -17.7% |
| 5Y | +45.0% | +410.8% | -365.7% | -19.8% |
| All | +45.0% | +420.2% | -375.1% | -19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling