+131.1%
NTAP vs PLUG
-91.8%
+222.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -0.1% |
| 7D | -0.8% | -0.9% | +0.1% | -0.7% |
| 30D | -0.5% | +3.3% | -3.9% | -1.0% |
| 3M | +4.1% | -39.7% | +43.8% | +8.3% |
| 6M | +88.0% | -12.5% | +100.5% | +87.7% |
| YTD | +75.6% | +10.2% | +65.4% | +70.6% |
| 1Y | +58.9% | +50.7% | +8.2% | +47.5% |
| 3Y | +153.6% | -74.5% | +228.1% | +160.2% |
| All | +131.1% | -91.8% | +222.9% | +165.6% |
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