+44.0%
NVTS vs PLUG
-78.4%
+122.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +7.4% | +2.1% | +7.0% |
| 7D | +1.5% | +5.8% | -4.3% | +0.2% |
| 30D | -23.8% | -18.5% | -5.3% | -17.5% |
| 3M | -30.6% | -30.0% | -0.6% | -20.7% |
| 6M | -48.4% | -56.2% | +7.8% | -31.0% |
| YTD | +20.6% | -26.4% | +47.0% | +37.3% |
| 1Y | -2.5% | -42.2% | +39.7% | +16.9% |
| 3Y | +44.0% | -76.8% | +120.8% | +47.6% |
| All | +44.0% | -78.4% | +122.3% | +47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling