+45.2%
NU vs ADP
+25.8%
+19.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.1% | -1.6% |
| 7D | -2.6% | -5.7% | +3.1% | +0.6% |
| 30D | +8.2% | -3.1% | +11.3% | +9.9% |
| 3M | +26.3% | +15.6% | +10.7% | +14.1% |
| 6M | +2.2% | +20.8% | -18.6% | -10.9% |
| YTD | -10.4% | +4.7% | -15.1% | -13.6% |
| 1Y | -3.0% | -8.3% | +5.3% | +3.1% |
| 3Y | +120.3% | +13.6% | +106.7% | +92.1% |
| All | +45.2% | +25.8% | +19.5% | +14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling