-42.8%
NVTS vs PLUG
-96.4%
+53.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +7.4% | +2.1% | +6.5% |
| 7D | +1.5% | +5.8% | -4.3% | -0.1% |
| 30D | -23.8% | -18.5% | -5.3% | -16.2% |
| 3M | -30.6% | -30.0% | -0.6% | -18.6% |
| 6M | -48.4% | -56.2% | +7.8% | -26.7% |
| YTD | +20.6% | -26.4% | +47.0% | +38.7% |
| 1Y | -2.5% | -42.2% | +39.7% | +20.2% |
| 3Y | +44.0% | -76.8% | +120.8% | +70.9% |
| All | -42.8% | -96.4% | +53.6% | +48.8% |
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