+547.5%
NBIS vs PLUG
-34.7%
+582.1%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +7.4% | +0.2% | +5.2% |
| 7D | -16.0% | +5.8% | -21.8% | -17.2% |
| 30D | -45.4% | -18.5% | -26.9% | -41.4% |
| 3M | -31.8% | -30.0% | -1.9% | -23.2% |
| 6M | -33.6% | -56.2% | +22.6% | -14.7% |
| YTD | +54.7% | -26.4% | +81.1% | +75.9% |
| 1Y | +18.3% | -42.2% | +60.6% | +39.8% |
| All | +547.5% | -34.7% | +582.1% | +578.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling