-12.9%
NVTS vs INDA
+2.8%
-15.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.2% | -2.7% | -2.1% |
| 7D | +0.5% | -3.6% | +4.1% | +6.2% |
| 30D | -18.0% | -4.0% | -14.1% | -12.9% |
| 3M | -45.6% | +1.7% | -47.3% | -46.7% |
| 6M | +28.5% | -3.6% | +32.1% | +36.4% |
| YTD | +56.2% | -11.0% | +67.2% | +86.9% |
| 1Y | +97.7% | -9.5% | +107.2% | +132.2% |
| 3Y | +35.0% | +7.6% | +27.4% | +17.2% |
| All | -12.9% | +2.8% | -15.6% | -20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling