+2,672.5%
NVDL vs PLUG
-84.7%
+2,757.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +4.1% | -8.2% | -4.6% |
| 7D | +7.3% | +8.1% | -0.8% | +6.0% |
| 30D | -0.7% | +3.7% | -4.4% | -1.1% |
| 3M | +9.5% | -29.2% | +38.6% | +14.8% |
| 6M | +41.6% | +6.1% | +35.5% | +39.6% |
| YTD | +23.3% | +14.7% | +8.6% | +19.1% |
| 1Y | +40.3% | +56.9% | -16.7% | +25.4% |
| 3Y | +692.2% | -71.6% | +763.8% | +721.0% |
| All | +2,672.5% | -84.7% | +2,757.3% | +3,490.7% |
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