+1,266.3%
NVDL vs PLUG
-92.5%
+1,358.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -10.5% | +6.5% | -2.3% |
| 7D | -24.8% | -23.4% | -1.4% | -21.5% |
| 30D | -48.0% | -23.4% | -24.6% | -45.7% |
| 3M | -51.5% | -51.7% | +0.2% | -45.7% |
| 6M | -54.9% | -72.0% | +17.0% | -45.8% |
| YTD | -39.2% | -43.7% | +4.4% | -34.4% |
| 1Y | -41.1% | -55.4% | +14.3% | -34.9% |
| 3Y | +262.9% | -68.0% | +330.9% | +256.6% |
| All | +1,266.3% | -92.5% | +1,358.8% | +1,876.4% |
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