-6.3%
NVTS vs PLUG
-93.2%
+87.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.1% | -2.5% | 0.0% |
| 7D | +9.7% | +8.1% | +1.6% | +6.3% |
| 30D | -13.6% | +3.7% | -17.3% | -14.8% |
| 3M | -51.0% | -29.2% | -21.8% | -43.1% |
| 6M | +46.3% | +6.1% | +40.2% | +43.5% |
| YTD | +68.1% | +14.7% | +53.3% | +59.5% |
| 1Y | +113.9% | +56.9% | +57.0% | +64.7% |
| 3Y | +45.3% | -71.6% | +116.9% | +60.0% |
| All | -6.3% | -93.2% | +87.0% | +90.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling