+570.8%
NTAP vs PLUG
+9.2%
+561.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -9.0% | +9.0% | +0.7% |
| 7D | -7.8% | -3.2% | -4.6% | -7.5% |
| 30D | -25.8% | -18.7% | -7.0% | -24.5% |
| 3M | -11.2% | -35.3% | +24.1% | -8.2% |
| 6M | +49.9% | -56.2% | +106.2% | +59.2% |
| YTD | +66.9% | -30.7% | +97.6% | +68.6% |
| 1Y | +58.8% | -46.7% | +105.5% | +63.6% |
| 3Y | +140.8% | -61.3% | +202.2% | +132.8% |
| 5Y | +115.0% | -96.6% | +211.6% | +145.6% |
| 10Y | +570.8% | +1.1% | +569.7% | +503.0% |
| All | +570.8% | +9.2% | +561.6% | +503.0% |
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