+109.6%
EEM vs PLUG
+25.0%
+84.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.4% | -0.6% | +2.6% |
| 7D | -0.1% | +14.5% | -14.6% | -1.2% |
| 30D | -8.6% | -10.7% | +2.1% | -7.9% |
| 3M | -7.0% | -31.2% | +24.2% | -4.4% |
| 6M | -9.7% | -51.9% | +42.2% | -5.0% |
| YTD | +12.1% | -23.9% | +36.0% | +12.8% |
| 1Y | +14.1% | -43.4% | +57.5% | +17.0% |
| 3Y | +72.1% | -74.7% | +146.8% | +71.9% |
| 5Y | +34.1% | -96.3% | +130.4% | +50.9% |
| 10Y | +109.6% | +20.0% | +89.6% | +78.8% |
| All | +109.6% | +25.0% | +84.6% | +78.8% |
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 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