+45.4%
NU vs ADP
+26.8%
+18.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.3% |
| 7D | -4.2% | -5.7% | +1.5% | -1.0% |
| 30D | +10.0% | -1.4% | +11.4% | +10.7% |
| 3M | +29.3% | +16.6% | +12.7% | +16.3% |
| 6M | +0.9% | +24.9% | -24.0% | -14.0% |
| YTD | -10.3% | +5.6% | -15.9% | -13.9% |
| 1Y | -3.2% | -6.0% | +2.9% | +1.1% |
| 3Y | +120.6% | +14.5% | +106.1% | +91.5% |
| All | +45.4% | +26.8% | +18.6% | +14.2% |
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