+2,490.2%
NVDL vs ADP
+7.0%
+2,483.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.3% |
| 7D | -10.3% | -2.8% | -7.6% | -10.0% |
| 30D | -7.1% | +0.2% | -7.4% | -7.2% |
| 3M | +6.6% | +20.5% | -13.9% | +1.9% |
| 6M | +21.1% | +28.8% | -7.7% | +13.4% |
| YTD | +15.2% | +6.6% | +8.6% | +17.0% |
| 1Y | +18.8% | -6.9% | +25.7% | +29.2% |
| 3Y | +649.9% | +16.1% | +633.8% | +657.6% |
| All | +2,490.2% | +7.0% | +2,483.2% | +3,024.3% |
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