-25.2%
NVTS vs ACGL
+170.4%
-195.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +0.8% | +10.5% | +11.4% |
| 7D | +20.8% | -1.1% | +21.9% | +20.6% |
| 30D | -11.1% | +13.1% | -24.3% | -9.7% |
| 3M | -31.0% | +9.8% | -40.8% | -30.1% |
| 6M | -47.4% | +15.3% | -62.6% | -46.6% |
| YTD | +34.2% | +12.7% | +21.5% | +35.7% |
| 1Y | +22.2% | +20.7% | +1.5% | +22.4% |
| 3Y | +68.4% | +34.3% | +34.1% | +53.4% |
| 5Y | -39.0% | +170.6% | -209.6% | -66.7% |
| All | -25.2% | +170.4% | -195.6% | -58.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling