+2,419.4%
ELV vs PLUG
-97.3%
+2,516.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.8% | -4.6% | -1.9% |
| 7D | +3.3% | -0.9% | +4.2% | +3.4% |
| 30D | +4.2% | +3.3% | +0.8% | +3.9% |
| 3M | -0.1% | -39.7% | +39.7% | +2.2% |
| 6M | +41.3% | -12.5% | +53.8% | +41.0% |
| YTD | +17.4% | +10.2% | +7.3% | +15.3% |
| 1Y | +35.1% | +50.7% | -15.6% | +29.2% |
| 3Y | -3.2% | -74.5% | +71.3% | -4.1% |
| 5Y | +15.6% | -91.8% | +107.4% | +18.0% |
| 10Y | +276.8% | +43.7% | +233.1% | +198.2% |
| All | +2,419.4% | -97.3% | +2,516.7% | +1,663.5% |
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 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