+519.6%
EWT vs PLUG
+54.8%
+464.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.1% | -4.7% | -0.9% |
| 7D | +1.6% | +8.1% | -6.5% | +1.0% |
| 30D | +8.2% | +3.7% | +4.5% | +7.8% |
| 3M | +11.1% | -29.2% | +40.2% | +13.8% |
| 6M | +60.4% | +6.1% | +54.3% | +58.8% |
| YTD | +75.6% | +14.7% | +60.8% | +71.6% |
| 1Y | +91.3% | +56.9% | +34.4% | +80.2% |
| 3Y | +200.3% | -71.6% | +271.9% | +197.8% |
| 5Y | +156.4% | -91.0% | +247.4% | +167.4% |
| All | +519.6% | +54.8% | +464.8% | +412.3% |
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