-10.8%
NVTS vs PLUG
-44.1%
+33.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +3.5% | +5.4% | +6.8% |
| 7D | -0.3% | +2.8% | -3.1% | -1.7% |
| 30D | -24.4% | -22.8% | -1.6% | -11.1% |
| 3M | -26.5% | -32.4% | +5.9% | -6.3% |
| 6M | -41.4% | -53.4% | +12.0% | -9.8% |
| YTD | +30.7% | -25.9% | +56.6% | +64.0% |
| 1Y | -10.8% | -42.1% | +31.3% | +12.9% |
| All | -10.8% | -44.1% | +33.3% | +12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling