+2,542.8%
ELV vs PLUG
-98.2%
+2,641.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +7.4% | -8.9% | -1.8% |
| 7D | +1.3% | +5.8% | -4.5% | +1.0% |
| 30D | +5.3% | -18.5% | +23.8% | +6.2% |
| 3M | +9.2% | -30.0% | +39.2% | +10.9% |
| 6M | +14.5% | -56.2% | +70.7% | +18.6% |
| YTD | +23.2% | -26.4% | +49.6% | +23.2% |
| 1Y | +38.0% | -42.2% | +80.3% | +39.6% |
| 3Y | -1.5% | -76.8% | +75.3% | -2.0% |
| 5Y | +8.5% | -96.2% | +104.7% | +15.7% |
| 10Y | +309.5% | +2.1% | +307.4% | +229.4% |
| All | +2,542.8% | -98.2% | +2,641.1% | +1,784.8% |
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