-9.4%
NVTS vs INDA
+4.0%
-13.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.5% | -2.0% |
| 7D | +3.5% | -2.6% | +6.1% | +7.6% |
| 30D | -11.9% | -2.9% | -9.0% | -7.9% |
| 3M | -49.2% | +2.4% | -51.6% | -50.7% |
| 6M | +38.4% | -2.6% | +41.0% | +44.6% |
| YTD | +62.5% | -10.0% | +72.4% | +91.0% |
| 1Y | +101.4% | -7.7% | +109.1% | +129.4% |
| 3Y | +40.4% | +8.9% | +31.5% | +19.8% |
| All | -9.4% | +4.0% | -13.3% | -19.0% |
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