+562.2%
NTAP vs PLUG
-25.0%
+587.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -10.5% | +8.0% | -1.7% |
| 7D | +7.2% | -23.4% | +30.6% | +9.5% |
| 30D | -18.4% | -23.4% | +5.1% | -16.6% |
| 3M | -11.3% | -51.7% | +40.4% | -6.1% |
| 6M | +53.8% | -72.0% | +125.7% | +69.4% |
| YTD | +72.0% | -43.7% | +115.6% | +76.7% |
| 1Y | +68.0% | -55.4% | +123.5% | +75.6% |
| 3Y | +149.5% | -68.0% | +217.5% | +144.8% |
| 5Y | +125.6% | -97.4% | +223.0% | +163.4% |
| All | +562.2% | -25.0% | +587.2% | +514.1% |
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