+10.4%
NVTS vs ACGL
+21.3%
-10.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | 0.0% | +7.3% | +7.4% |
| 7D | +7.9% | -1.4% | +9.3% | +5.6% |
| 30D | +0.8% | +12.4% | -11.6% | +25.8% |
| 3M | -26.0% | +11.1% | -37.1% | -8.6% |
| 6M | -55.5% | +16.3% | -71.9% | -37.7% |
| YTD | +41.0% | +13.8% | +27.2% | +94.6% |
| 1Y | +10.4% | +20.4% | -10.0% | +72.1% |
| All | +10.4% | +21.3% | -10.9% | +72.1% |
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