+177.4%
NXT vs ACGL
+59.9%
+117.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +0.7% |
| 7D | -1.1% | -0.7% | -0.4% | -1.3% |
| 30D | -15.3% | -1.0% | -14.3% | -15.5% |
| 3M | -43.8% | +11.0% | -54.8% | -42.3% |
| 6M | -18.7% | -0.3% | -18.3% | -17.7% |
| YTD | -3.0% | +2.3% | -5.3% | -1.4% |
| 1Y | +22.7% | +6.4% | +16.4% | +25.3% |
| 3Y | +95.9% | +34.0% | +62.0% | +98.1% |
| All | +177.4% | +59.9% | +117.5% | +161.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling