-99.2%
NVD vs INDA
+13.0%
-112.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.6% | +5.5% | +1.1% |
| 7D | -7.7% | -1.0% | -6.7% | -9.0% |
| 30D | -5.8% | -2.5% | -3.3% | -9.6% |
| 3M | -23.2% | +4.0% | -27.2% | -17.4% |
| 6M | -49.7% | -1.8% | -47.9% | -49.6% |
| YTD | -47.7% | -9.2% | -38.5% | -54.4% |
| 1Y | -61.3% | -7.2% | -54.2% | -64.7% |
| 3Y | -99.2% | +9.8% | -109.0% | -98.8% |
| All | -99.2% | +13.0% | -112.2% | -98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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