-6.3%
NVTS vs ACGL
+139.4%
-145.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +1.5% |
| 7D | +9.7% | -2.9% | +12.6% | +9.4% |
| 30D | -13.6% | -2.8% | -10.8% | -13.8% |
| 3M | -51.0% | +6.8% | -57.8% | -51.2% |
| 6M | +46.3% | -1.5% | +47.9% | +46.2% |
| YTD | +68.1% | -0.2% | +68.3% | +67.3% |
| 1Y | +113.9% | +5.3% | +108.6% | +110.7% |
| 3Y | +45.3% | +30.3% | +15.0% | +22.6% |
| All | -6.3% | +139.4% | -145.6% | -49.2% |
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 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