-55.6%
NVTS vs PLUG
-97.5%
+41.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -10.5% | +4.1% | -2.0% |
| 7D | +3.9% | -23.4% | +27.4% | +15.9% |
| 30D | -4.3% | -23.4% | +19.1% | +7.8% |
| 3M | -34.5% | -51.7% | +17.3% | -10.8% |
| 6M | -57.7% | -72.0% | +14.2% | -28.6% |
| YTD | +25.4% | -43.7% | +69.0% | +60.7% |
| 1Y | +13.1% | -55.4% | +68.6% | +56.4% |
| 3Y | +48.9% | -68.0% | +116.9% | +61.2% |
| All | -55.6% | -97.5% | +41.9% | +25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling