+28.6%
ADP vs NXT
+171.8%
-143.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.6% | +2.6% | -1.1% |
| 7D | -5.7% | -0.2% | -5.5% | -5.7% |
| 30D | -3.1% | -20.0% | +16.9% | -3.5% |
| 3M | +15.6% | -30.9% | +46.5% | +15.0% |
| 6M | +20.8% | -23.8% | +44.6% | +19.8% |
| YTD | +4.7% | -5.4% | +10.2% | +3.3% |
| 1Y | -8.3% | +28.0% | -36.3% | -10.5% |
| 3Y | +13.6% | +93.3% | -79.8% | +6.9% |
| All | +28.6% | +171.8% | -143.2% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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