-21.3%
NVTS vs PLUG
-95.9%
+74.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.7% | +8.1% | +7.7% |
| 7D | +7.9% | -6.8% | +14.8% | +11.6% |
| 30D | +0.8% | -16.0% | +16.9% | +9.4% |
| 3M | -26.0% | -38.7% | +12.8% | -8.7% |
| 6M | -55.5% | -61.4% | +5.8% | -34.1% |
| YTD | +41.0% | -31.0% | +72.0% | +66.4% |
| 1Y | +10.4% | -46.2% | +56.7% | +40.9% |
| 3Y | +60.9% | -61.5% | +122.3% | +61.9% |
| 5Y | -42.8% | -96.9% | +54.1% | +49.5% |
| All | -21.3% | -95.9% | +74.6% | +98.2% |
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