+68.1%
NTAP vs PLUG
-44.1%
+112.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.5% | -5.2% | -2.0% |
| 7D | -16.1% | +2.8% | -18.9% | -16.3% |
| 30D | -15.9% | -22.8% | +6.8% | -14.2% |
| 3M | -1.2% | -32.4% | +31.2% | +1.7% |
| 6M | +70.1% | -53.4% | +123.4% | +78.2% |
| YTD | +77.9% | -25.9% | +103.8% | +75.6% |
| 1Y | +68.1% | -42.1% | +110.2% | +71.2% |
| All | +68.1% | -44.1% | +112.2% | +71.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling