+44.8%
ADP vs NVTS
-15.6%
+60.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.3% | -8.4% | -2.1% |
| 7D | -3.4% | +2.7% | -6.1% | -3.5% |
| 30D | +2.8% | -4.5% | +7.2% | +2.8% |
| 3M | +20.9% | -61.5% | +82.5% | +22.3% |
| 6M | +29.9% | +28.0% | +1.9% | +27.9% |
| YTD | +9.6% | +65.3% | -55.6% | +7.2% |
| 1Y | -5.3% | +113.0% | -118.3% | -8.4% |
| 3Y | +16.5% | +34.7% | -18.2% | +14.5% |
| All | +44.8% | -15.6% | +60.4% | +40.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling