+730.1%
NVT vs ACGL
+275.0%
+455.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.7% |
| 7D | +7.0% | -2.1% | +9.1% | +8.1% |
| 30D | -2.3% | -2.2% | -0.2% | -1.4% |
| 3M | -3.1% | +6.3% | -9.4% | -7.8% |
| 6M | +47.0% | +0.5% | +46.5% | +43.2% |
| YTD | +56.2% | +0.2% | +56.0% | +51.4% |
| 1Y | +74.5% | +7.3% | +67.3% | +61.2% |
| 3Y | +184.0% | +30.8% | +153.2% | +118.8% |
| 5Y | +410.8% | +155.8% | +255.0% | +139.9% |
| All | +730.1% | +275.0% | +455.2% | +199.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling