+52.8%
PLUG vs VTEB
+18.3%
+34.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.0% |
| 7D | +3.8% | -0.7% | +4.5% | +5.2% |
| 30D | +2.8% | -2.1% | +4.9% | +6.9% |
| 3M | -25.4% | -2.7% | -22.8% | -21.6% |
| 6M | -0.5% | -2.1% | +1.7% | +3.8% |
| YTD | +10.2% | -1.1% | +11.3% | +12.4% |
| 1Y | +53.9% | +1.3% | +52.6% | +50.2% |
| 3Y | -72.7% | +9.0% | -81.7% | -76.1% |
| 5Y | -91.4% | +1.5% | -92.9% | -91.9% |
| All | +52.8% | +18.3% | +34.5% | +56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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