-98.9%
NVD vs ACGL
+51.0%
-149.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.0% | -2.5% | -4.5% |
| 7D | +16.8% | +0.9% | +16.0% | +16.7% |
| 30D | +54.3% | +13.7% | +40.6% | +49.2% |
| 3M | +24.3% | +8.0% | +16.2% | +21.9% |
| 6M | +0.6% | +13.3% | -12.7% | -2.1% |
| YTD | -27.7% | +11.8% | -39.5% | -29.4% |
| 1Y | -29.4% | +22.2% | -51.7% | -31.1% |
| 3Y | -98.8% | +32.5% | -131.3% | -98.8% |
| All | -98.9% | +51.0% | -149.9% | -98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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