+146.4%
NI vs PLUG
+54.8%
+91.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.1% | -2.9% | +1.1% |
| 7D | +2.3% | +8.1% | -5.8% | +2.1% |
| 30D | -1.7% | +3.7% | -5.3% | -1.8% |
| 3M | -8.0% | -29.2% | +21.2% | -7.3% |
| 6M | -8.6% | +6.1% | -14.7% | -9.2% |
| YTD | +2.3% | +14.7% | -12.4% | +1.3% |
| 1Y | +6.9% | +56.9% | -50.0% | +4.4% |
| 3Y | +70.6% | -71.6% | +142.2% | +69.6% |
| 5Y | +96.4% | -91.0% | +187.4% | +98.5% |
| All | +146.4% | +54.8% | +91.7% | +112.0% |
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