+570.0%
NBIS vs PLUG
-38.5%
+608.5%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -9.0% | +3.7% | -2.4% |
| 7D | -11.6% | -3.2% | -8.4% | -10.4% |
| 30D | -39.4% | -18.7% | -20.6% | -34.8% |
| 3M | -27.2% | -35.3% | +8.1% | -15.9% |
| 6M | -24.3% | -56.2% | +31.9% | -2.1% |
| YTD | +60.1% | -30.7% | +90.8% | +85.7% |
| 1Y | +21.9% | -46.7% | +68.6% | +47.5% |
| All | +570.0% | -38.5% | +608.5% | +616.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling