-55.6%
NVTS vs ACGL
+173.3%
-228.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.3% | -6.7% | -6.3% |
| 7D | +3.9% | +2.2% | +1.8% | +4.3% |
| 30D | -4.3% | +12.3% | -16.6% | -2.8% |
| 3M | -34.5% | +11.8% | -46.3% | -33.4% |
| 6M | -57.7% | +17.5% | -75.2% | -57.0% |
| YTD | +25.4% | +14.3% | +11.1% | +27.1% |
| 1Y | +13.1% | +18.2% | -5.0% | +14.2% |
| 3Y | +48.9% | +33.2% | +15.8% | +37.6% |
| All | -55.6% | +173.3% | -228.9% | -76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling