+144.8%
EFA vs PLUG
+25.0%
+119.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.4% | -0.4% | +2.8% |
| 7D | +1.2% | +14.5% | -13.3% | +0.3% |
| 30D | +1.5% | -10.7% | +12.2% | +2.1% |
| 3M | -3.3% | -31.2% | +27.9% | -1.2% |
| 6M | +2.6% | -51.9% | +54.5% | +6.6% |
| YTD | +11.0% | -23.9% | +34.9% | +11.2% |
| 1Y | +15.1% | -43.4% | +58.5% | +17.2% |
| 3Y | +67.6% | -74.7% | +142.3% | +66.9% |
| 5Y | +50.5% | -96.3% | +146.8% | +65.4% |
| 10Y | +144.8% | +20.0% | +124.8% | +110.5% |
| All | +144.8% | +25.0% | +119.8% | +110.5% |
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