+1,202.7%
NTAP vs PLUG
-99.1%
+1,301.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.7% | +8.6% | +1.0% |
| 7D | -7.8% | -2.8% | -4.9% | -7.5% |
| 30D | -25.8% | -18.5% | -7.3% | -23.9% |
| 3M | -11.2% | -35.1% | +23.8% | -6.7% |
| 6M | +49.9% | -56.1% | +106.0% | +64.0% |
| YTD | +66.9% | -30.5% | +97.3% | +69.3% |
| 1Y | +58.8% | -46.5% | +105.3% | +65.8% |
| 3Y | +140.8% | -61.2% | +202.0% | +126.9% |
| 5Y | +115.0% | -96.6% | +211.6% | +156.6% |
| 10Y | +570.8% | +1.5% | +569.3% | +309.8% |
| All | +1,202.7% | -99.1% | +1,301.9% | +575.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling