-9.1%
NVTS vs INDA
+3.7%
-12.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.0% | +3.3% | +2.9% |
| 7D | -1.4% | -2.7% | +1.2% | +2.7% |
| 30D | -16.5% | -2.8% | -13.7% | -12.9% |
| 3M | -47.6% | +1.6% | -49.3% | -48.7% |
| 6M | +7.3% | -1.4% | +8.7% | +10.6% |
| YTD | +62.9% | -10.1% | +73.0% | +92.3% |
| 1Y | +91.3% | -8.8% | +100.1% | +122.0% |
| 3Y | +43.4% | +7.6% | +35.8% | +24.8% |
| All | -9.1% | +3.7% | -12.9% | -18.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling