+544.6%
ETN vs PLUG
-25.0%
+569.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -10.5% | +8.8% | -0.8% |
| 7D | +3.6% | -23.4% | +27.1% | +5.8% |
| 30D | -13.4% | -23.4% | +10.0% | -11.5% |
| 3M | -21.9% | -51.7% | +29.8% | -17.3% |
| 6M | -12.8% | -72.0% | +59.2% | -3.9% |
| YTD | +12.1% | -43.7% | +55.7% | +15.6% |
| 1Y | +0.8% | -55.4% | +56.3% | +5.7% |
| 3Y | +64.5% | -68.0% | +132.5% | +62.1% |
| 5Y | +121.7% | -97.4% | +219.2% | +158.2% |
| All | +544.6% | -25.0% | +569.6% | +450.4% |
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