+1,101.8%
NBIS vs PLUG
-2.3%
+1,104.0%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.0% | +2.5% | -0.3% |
| 7D | +17.8% | +3.8% | +13.9% | +16.6% |
| 30D | +30.5% | +2.8% | +27.7% | +30.0% |
| 3M | +9.2% | -25.4% | +34.6% | +19.2% |
| 6M | +153.2% | -0.5% | +153.6% | +158.7% |
| YTD | +187.1% | +10.2% | +177.0% | +186.9% |
| 1Y | +151.1% | +53.9% | +97.2% | +127.2% |
| All | +1,101.8% | -2.3% | +1,104.0% | +1,006.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded PLUG 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling