+180.5%
NXT vs ACGL
+56.0%
+124.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.6% | +0.4% |
| 7D | +2.9% | -2.9% | +5.8% | +2.0% |
| 30D | -17.2% | -2.8% | -14.4% | -17.8% |
| 3M | -32.0% | +6.8% | -38.8% | -30.9% |
| 6M | -15.8% | -1.5% | -14.2% | -15.2% |
| YTD | -1.9% | -0.2% | -1.7% | -1.0% |
| 1Y | +22.5% | +5.3% | +17.2% | +24.3% |
| 3Y | +100.5% | +30.3% | +70.3% | +101.5% |
| All | +180.5% | +56.0% | +124.5% | +162.2% |
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