+65.6%
ETN vs PLUG
-63.1%
+128.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -9.0% | +7.9% | -0.5% |
| 7D | -9.3% | -3.2% | -6.1% | -9.1% |
| 30D | -17.3% | -18.7% | +1.4% | -16.2% |
| 3M | -20.1% | -35.3% | +15.2% | -17.9% |
| 6M | -11.3% | -56.2% | +45.0% | -7.0% |
| YTD | +12.5% | -30.7% | +43.2% | +14.5% |
| 1Y | -5.6% | -46.7% | +41.1% | -2.8% |
| 3Y | +65.6% | -61.3% | +127.0% | +64.6% |
| All | +65.6% | -63.1% | +128.7% | +64.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling