+125.6%
EEM vs PLUG
+56.9%
+68.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.1% | -4.0% | -0.1% |
| 7D | +3.1% | +8.1% | -5.0% | +2.5% |
| 30D | +4.9% | +3.7% | +1.2% | +4.5% |
| 3M | +5.2% | -29.2% | +34.4% | +7.8% |
| 6M | +20.7% | +6.1% | +14.6% | +19.3% |
| YTD | +26.5% | +14.7% | +11.7% | +23.4% |
| 1Y | +37.8% | +56.9% | -19.1% | +29.1% |
| 3Y | +91.0% | -71.6% | +162.6% | +89.2% |
| 5Y | +47.0% | -91.0% | +138.1% | +54.2% |
| 10Y | +125.6% | +55.9% | +69.7% | +86.3% |
| All | +125.6% | +56.9% | +68.6% | +86.3% |
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