+512.2%
NVT vs ACGL
+325.9%
+186.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.8% | +3.8% |
| 7D | +3.5% | -1.4% | +4.8% | +4.1% |
| 30D | -28.2% | +12.4% | -40.5% | -33.0% |
| 3M | -30.1% | +11.1% | -41.2% | -34.7% |
| 6M | -32.5% | +16.3% | -48.8% | -39.6% |
| YTD | +15.2% | +13.8% | +1.4% | +3.2% |
| 1Y | +7.2% | +20.4% | -13.2% | -7.3% |
| 3Y | +134.2% | +33.6% | +100.6% | +80.1% |
| 5Y | +238.3% | +176.8% | +61.5% | +52.4% |
| All | +512.2% | +325.9% | +186.3% | +104.2% |
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 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