+10.4%
NVTS vs PLUG
-46.9%
+57.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.7% | +8.1% | +7.8% |
| 7D | +7.9% | -6.8% | +14.8% | +13.8% |
| 30D | +0.8% | -16.0% | +16.9% | +14.2% |
| 3M | -26.0% | -38.7% | +12.8% | +2.0% |
| 6M | -55.5% | -61.4% | +5.8% | -22.2% |
| YTD | +41.0% | -31.0% | +72.0% | +84.2% |
| 1Y | +10.4% | -46.2% | +56.7% | +50.6% |
| All | +10.4% | -46.9% | +57.3% | +50.6% |
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