+256.0%
ELV vs PLUG
-16.2%
+272.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -8.8% | +8.9% | +0.5% |
| 7D | -0.5% | -8.1% | +7.7% | -0.2% |
| 30D | +1.1% | -20.5% | +21.6% | +1.9% |
| 3M | +8.2% | -45.9% | +54.0% | +10.7% |
| 6M | +10.2% | -65.2% | +75.4% | +14.6% |
| YTD | +24.4% | -37.1% | +61.5% | +25.0% |
| 1Y | +33.8% | -54.6% | +88.4% | +36.3% |
| 3Y | -1.4% | -64.9% | +63.5% | -3.4% |
| 5Y | +5.8% | -97.1% | +103.0% | +15.9% |
| All | +256.0% | -16.2% | +272.2% | +180.0% |
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