+28.0%
NU vs ADP
+47.9%
-19.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.7% | +11.1% | +11.4% |
| 7D | +9.9% | +2.2% | +7.7% | +8.6% |
| 30D | -11.5% | +10.6% | -22.0% | -16.4% |
| 3M | -5.1% | +12.9% | -18.0% | -11.7% |
| 6M | +3.1% | +50.6% | -47.5% | -20.8% |
| YTD | -21.0% | +23.2% | -44.2% | -30.6% |
| 1Y | -15.2% | +25.3% | -40.5% | -26.6% |
| 3Y | +56.4% | +47.1% | +9.3% | +14.3% |
| All | +28.0% | +47.9% | -19.9% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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