+91.6%
NXT vs ACGL
+34.2%
+57.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +0.5% |
| 7D | -1.1% | -0.7% | -0.4% | -1.4% |
| 30D | -15.3% | -1.0% | -14.3% | -15.6% |
| 3M | -43.8% | +11.0% | -54.8% | -41.5% |
| 6M | -18.7% | -0.3% | -18.3% | -17.4% |
| YTD | -3.0% | +2.3% | -5.3% | -0.7% |
| 1Y | +22.7% | +6.4% | +16.4% | +26.7% |
| All | +91.6% | +34.2% | +57.3% | +103.5% |
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 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