+189.0%
NI vs PLUG
+9.2%
+179.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -9.0% | +9.5% | +0.7% |
| 7D | +1.5% | -3.2% | +4.7% | +1.6% |
| 30D | +11.9% | -18.7% | +30.6% | +12.4% |
| 3M | +9.1% | -35.3% | +44.4% | +10.2% |
| 6M | -1.8% | -56.2% | +54.5% | +0.1% |
| YTD | +11.4% | -30.7% | +42.1% | +11.6% |
| 1Y | +6.4% | -46.7% | +53.1% | +7.2% |
| 3Y | +98.2% | -61.3% | +159.6% | +95.7% |
| 5Y | +110.1% | -96.6% | +206.7% | +117.2% |
| 10Y | +189.0% | +1.1% | +187.9% | +152.0% |
| All | +189.0% | +9.2% | +179.8% | +152.0% |
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