+34.6%
ADP vs NXT
+178.8%
-144.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.3% | -2.1% |
| 7D | -3.4% | -1.1% | -2.3% | -3.5% |
| 30D | +2.8% | -15.3% | +18.1% | +2.4% |
| 3M | +20.9% | -43.8% | +64.7% | +20.2% |
| 6M | +29.9% | -18.7% | +48.5% | +28.8% |
| YTD | +9.6% | -3.0% | +12.6% | +8.2% |
| 1Y | -5.3% | +22.7% | -28.0% | -7.3% |
| 3Y | +16.5% | +95.9% | -79.4% | +9.8% |
| All | +34.6% | +178.8% | -144.2% | +22.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling