+7.3%
NVTS vs INDA
-1.7%
+9.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.0% | +3.3% | +2.5% |
| 7D | -1.4% | -2.7% | +1.2% | +3.5% |
| 30D | -16.5% | -2.8% | -13.7% | -12.2% |
| 3M | -47.6% | +1.6% | -49.3% | -48.7% |
| 6M | +7.3% | -1.4% | +8.7% | +6.8% |
| All | +7.3% | -1.7% | +9.0% | +6.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling