+185.6%
ADP vs NVT
+699.2%
-513.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.6% | -4.7% | -2.7% |
| 7D | -3.4% | +5.1% | -8.5% | -4.6% |
| 30D | +2.8% | -3.7% | +6.5% | +3.3% |
| 3M | +20.9% | -10.1% | +31.1% | +22.1% |
| 6M | +29.9% | +37.5% | -7.6% | +14.5% |
| YTD | +9.6% | +53.7% | -44.1% | -7.1% |
| 1Y | -5.3% | +70.9% | -76.1% | -23.2% |
| 3Y | +16.5% | +180.4% | -163.9% | -26.2% |
| 5Y | +49.4% | +393.5% | -344.1% | -27.3% |
| All | +185.6% | +699.2% | -513.7% | +5.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling