+146.1%
EFA vs PLUG
-16.2%
+162.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -8.8% | +8.2% | -0.1% |
| 7D | +1.3% | -8.1% | +9.4% | +1.7% |
| 30D | +0.5% | -20.5% | +21.0% | +1.8% |
| 3M | -4.1% | -45.9% | +41.7% | -0.6% |
| 6M | +2.4% | -65.2% | +67.6% | +8.7% |
| YTD | +10.0% | -37.1% | +47.1% | +11.5% |
| 1Y | +11.4% | -54.6% | +66.0% | +14.9% |
| 3Y | +65.4% | -64.9% | +130.3% | +61.7% |
| 5Y | +49.6% | -97.1% | +146.7% | +67.1% |
| All | +146.1% | -16.2% | +162.3% | +115.9% |
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