-97.1%
PLUG vs VTEB
+2.8%
-99.9%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.8% | -8.0% | -5.8% |
| 7D | -8.1% | -0.7% | -7.4% | -5.2% |
| 30D | -20.5% | +2.7% | -23.2% | -27.7% |
| 3M | -45.9% | -1.2% | -44.6% | -42.8% |
| 6M | -65.2% | -1.0% | -64.2% | -63.4% |
| YTD | -37.1% | -0.2% | -36.9% | -36.5% |
| 1Y | -54.6% | +0.1% | -54.7% | -54.6% |
| 3Y | -64.9% | +10.8% | -75.6% | -76.8% |
| 5Y | -97.1% | +2.9% | -100.0% | -98.4% |
| All | -97.1% | +2.8% | -99.9% | -98.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling