+244.4%
NXT vs ACGL
+76.3%
+168.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | +0.2% |
| 7D | +15.1% | -1.1% | +16.2% | +14.7% |
| 30D | +21.8% | +13.1% | +8.7% | +26.2% |
| 3M | +1.6% | +9.8% | -8.2% | +4.5% |
| 6M | -16.7% | +15.3% | -32.0% | -12.8% |
| YTD | +20.4% | +12.7% | +7.7% | +25.9% |
| 1Y | +0.2% | +20.7% | -20.5% | +5.6% |
| 3Y | +208.7% | +34.3% | +174.4% | +228.8% |
| All | +244.4% | +76.3% | +168.1% | +233.5% |
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