+32.2%
EEM vs PLUG
-97.5%
+129.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -10.5% | +10.1% | +0.5% |
| 7D | +2.7% | -23.4% | +26.1% | +4.8% |
| 30D | -5.4% | -23.4% | +18.1% | -3.4% |
| 3M | -8.6% | -51.7% | +43.1% | -3.4% |
| 6M | -8.9% | -72.0% | +63.1% | +0.1% |
| YTD | +11.9% | -43.7% | +55.6% | +15.5% |
| 1Y | +13.1% | -55.4% | +68.5% | +18.4% |
| 3Y | +70.7% | -68.0% | +138.7% | +68.5% |
| All | +32.2% | -97.5% | +129.7% | +64.8% |
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