+44.0%
NVTS vs ACGL
+31.5%
+12.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -3.0% | +12.5% | +7.3% |
| 7D | +1.5% | +0.9% | +0.7% | +2.4% |
| 30D | -23.8% | +13.7% | -37.5% | -15.3% |
| 3M | -30.6% | +8.0% | -38.6% | -25.2% |
| 6M | -48.4% | +13.3% | -61.7% | -41.4% |
| YTD | +20.6% | +11.8% | +8.7% | +37.1% |
| 1Y | -2.5% | +22.2% | -24.8% | +15.2% |
| 3Y | +44.0% | +32.5% | +11.5% | +100.8% |
| All | +44.0% | +31.5% | +12.5% | +100.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling