-10.8%
NVTS vs ACGL
+28.7%
-39.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.7% | +6.3% | +13.8% |
| 7D | -0.3% | +8.0% | -8.3% | +14.9% |
| 30D | -24.4% | +17.3% | -41.7% | +2.2% |
| 3M | -26.5% | +11.2% | -37.7% | -8.8% |
| 6M | -41.4% | +18.2% | -59.6% | -15.1% |
| YTD | +30.7% | +15.4% | +15.3% | +86.0% |
| 1Y | -10.8% | +26.5% | -37.3% | +67.1% |
| All | -10.8% | +28.7% | -39.5% | +67.1% |
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