+62.6%
ADP vs NVTS
-36.0%
+98.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.4% | +7.0% | +0.7% |
| 7D | +2.2% | +3.9% | -1.8% | +2.1% |
| 30D | +10.6% | -4.3% | +14.9% | +10.5% |
| 3M | +12.9% | -34.5% | +47.4% | +13.3% |
| 6M | +50.6% | -57.7% | +108.4% | +51.5% |
| YTD | +23.2% | +25.4% | -2.2% | +20.7% |
| 1Y | +25.3% | +13.1% | +12.1% | +22.9% |
| 3Y | +47.1% | +48.9% | -1.8% | +40.8% |
| 5Y | +50.1% | -51.8% | +101.8% | +43.2% |
| All | +62.6% | -36.0% | +98.6% | +58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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