+126.0%
EWJ vs PLUG
+25.0%
+101.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.4% | +0.2% | +3.5% |
| 7D | -1.5% | +14.5% | -16.0% | -2.2% |
| 30D | -6.5% | -10.7% | +4.2% | -6.0% |
| 3M | -5.6% | -31.2% | +25.6% | -3.8% |
| 6M | -0.3% | -51.9% | +51.7% | +3.3% |
| YTD | +13.9% | -23.9% | +37.8% | +14.2% |
| 1Y | +14.6% | -43.4% | +58.0% | +16.5% |
| 3Y | +66.6% | -74.7% | +141.3% | +66.3% |
| 5Y | +47.7% | -96.3% | +144.0% | +59.8% |
| 10Y | +126.0% | +20.0% | +106.0% | +101.1% |
| All | +126.0% | +25.0% | +101.0% | +101.1% |
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