+105.6%
NTAP vs PLUG
-96.4%
+202.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.4% | -7.5% | -0.8% |
| 7D | -15.1% | +5.8% | -20.9% | -15.5% |
| 30D | -28.1% | -18.5% | -9.5% | -26.8% |
| 3M | -11.4% | -30.0% | +18.5% | -8.9% |
| 6M | +52.2% | -56.2% | +108.4% | +62.1% |
| YTD | +60.4% | -26.4% | +86.8% | +61.3% |
| 1Y | +51.0% | -42.2% | +93.2% | +54.6% |
| 3Y | +135.6% | -76.8% | +212.4% | +140.2% |
| All | +105.6% | -96.4% | +202.0% | +160.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling