-77.8%
PLUG vs VLTO
+54.8%
-132.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.5% | +6.9% | +7.2% |
| 7D | +5.8% | +5.4% | +0.4% | +3.8% |
| 30D | -18.5% | +22.3% | -40.9% | -25.0% |
| 3M | -30.0% | +19.6% | -49.6% | -34.9% |
| 6M | -56.2% | +35.2% | -91.3% | -62.4% |
| YTD | -26.4% | +17.9% | -44.3% | -31.7% |
| 1Y | -42.2% | +19.5% | -61.7% | -47.2% |
| 3Y | -76.8% | +73.9% | -150.8% | -83.7% |
| All | -77.8% | +54.8% | -132.6% | -82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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