+190.2%
NI vs PLUG
-8.1%
+198.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.6% |
| 7D | +0.6% | -6.8% | +7.4% | +0.7% |
| 30D | +11.2% | -16.0% | +27.3% | +11.7% |
| 3M | +9.2% | -38.7% | +47.9% | +10.4% |
| 6M | -1.8% | -61.4% | +59.5% | +0.3% |
| YTD | +12.0% | -31.0% | +43.0% | +12.2% |
| 1Y | +6.4% | -46.2% | +52.7% | +7.3% |
| 3Y | +99.4% | -61.5% | +160.8% | +96.8% |
| 5Y | +113.1% | -96.9% | +210.0% | +120.8% |
| All | +190.2% | -8.1% | +198.3% | +149.8% |
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