+717.0%
NVT vs ACGL
+282.7%
+434.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +3.5% |
| 7D | +5.1% | -0.7% | +5.8% | +5.5% |
| 30D | -3.7% | -1.0% | -2.7% | -3.3% |
| 3M | -10.1% | +11.0% | -21.2% | -16.6% |
| 6M | +37.5% | -0.3% | +37.8% | +34.8% |
| YTD | +53.7% | +2.3% | +51.5% | +47.5% |
| 1Y | +70.9% | +6.4% | +64.5% | +59.0% |
| 3Y | +180.4% | +34.0% | +146.4% | +113.4% |
| 5Y | +393.5% | +161.6% | +231.8% | +128.9% |
| All | +717.0% | +282.7% | +434.3% | +191.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling