+19.3%
NU vs PLUG
-96.2%
+115.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.1% | +2.2% |
| 7D | +2.8% | -7.2% | +9.9% | +3.9% |
| 30D | -23.0% | -16.4% | -6.7% | -20.9% |
| 3M | -9.7% | -39.0% | +29.2% | -2.5% |
| 6M | -8.7% | -61.5% | +52.8% | +4.8% |
| YTD | -26.4% | -31.2% | +4.8% | -25.4% |
| 1Y | -24.8% | -46.4% | +21.6% | -21.0% |
| 3Y | +44.6% | -61.6% | +106.2% | +25.7% |
| All | +19.3% | -96.2% | +115.5% | +155.1% |
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 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