+231.1%
NVT vs ACGL
+173.1%
+58.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.7% | -1.9% |
| 7D | -13.0% | +1.3% | -14.2% | -13.4% |
| 30D | -32.7% | +14.2% | -46.9% | -35.2% |
| 3M | -30.6% | +11.1% | -41.7% | -32.8% |
| 6M | -33.6% | +16.4% | -50.0% | -37.3% |
| YTD | +11.0% | +13.8% | -2.8% | +5.1% |
| 1Y | +0.8% | +21.6% | -20.8% | -7.3% |
| 3Y | +125.7% | +33.5% | +92.1% | +90.4% |
| 5Y | +231.1% | +174.8% | +56.3% | +69.5% |
| All | +231.1% | +173.1% | +58.0% | +69.5% |
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 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