+395.7%
EFA vs PLUG
-97.9%
+493.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -0.1% |
| 7D | +0.6% | -0.9% | +1.5% | +0.6% |
| 30D | +0.9% | +3.3% | -2.5% | +0.5% |
| 3M | +4.9% | -39.7% | +44.6% | +8.4% |
| 6M | +8.6% | -12.5% | +21.1% | +8.6% |
| YTD | +14.6% | +10.2% | +4.5% | +12.0% |
| 1Y | +22.6% | +50.7% | -28.1% | +15.3% |
| 3Y | +66.5% | -74.5% | +141.0% | +65.0% |
| 5Y | +54.5% | -91.8% | +146.3% | +60.3% |
| 10Y | +144.8% | +43.7% | +101.1% | +82.7% |
| All | +395.7% | -97.9% | +493.7% | +230.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling