+272.8%
ELV vs PLUG
+25.0%
+247.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.4% | -5.2% | -1.9% |
| 7D | +1.1% | +14.5% | -13.4% | +0.5% |
| 30D | +1.3% | -10.7% | +12.1% | +1.7% |
| 3M | +6.6% | -31.2% | +37.8% | +8.0% |
| 6M | +11.6% | -51.9% | +63.5% | +14.4% |
| YTD | +21.1% | -23.9% | +44.9% | +20.8% |
| 1Y | +34.2% | -43.4% | +77.6% | +35.5% |
| 3Y | -2.9% | -74.7% | +71.8% | -3.5% |
| 5Y | +4.6% | -96.3% | +100.9% | +13.3% |
| 10Y | +272.8% | +20.0% | +252.8% | +194.0% |
| All | +272.8% | +25.0% | +247.8% | +194.0% |
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