+7.2%
NVT vs ACGL
+21.3%
-14.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.8% | +3.8% |
| 7D | +3.5% | -1.4% | +4.8% | +2.2% |
| 30D | -28.2% | +12.4% | -40.5% | -19.8% |
| 3M | -30.1% | +11.1% | -41.2% | -22.2% |
| 6M | -32.5% | +16.3% | -48.8% | -21.4% |
| YTD | +15.2% | +13.8% | +1.4% | +35.9% |
| 1Y | +7.2% | +20.4% | -13.2% | +28.2% |
| All | +7.2% | +21.3% | -14.1% | +28.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling