+555.7%
ETN vs PLUG
-16.6%
+572.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -9.2% | +8.8% | +0.3% |
| 7D | +10.1% | -8.5% | +18.6% | +10.9% |
| 30D | -15.9% | -20.8% | +4.9% | -14.3% |
| 3M | -21.7% | -46.1% | +24.4% | -17.8% |
| 6M | -10.1% | -65.3% | +55.2% | -2.6% |
| YTD | +14.0% | -37.3% | +51.3% | +16.6% |
| 1Y | -1.7% | -54.8% | +53.1% | +2.9% |
| 3Y | +67.9% | -65.0% | +132.9% | +64.3% |
| 5Y | +125.5% | -97.1% | +222.7% | +160.4% |
| All | +555.7% | -16.6% | +572.2% | +455.2% |
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