-40.0%
PLUG vs VTEB
+26.8%
-66.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -0.3% | -10.2% | -10.0% |
| 7D | -23.4% | -1.2% | -22.2% | -21.6% |
| 30D | -23.4% | +2.5% | -25.9% | -26.4% |
| 3M | -51.7% | -1.7% | -50.1% | -50.1% |
| 6M | -72.0% | -1.2% | -70.7% | -71.2% |
| YTD | -43.7% | -0.5% | -43.2% | -43.0% |
| 1Y | -55.4% | -0.1% | -55.3% | -55.2% |
| 3Y | -68.0% | +10.5% | -78.5% | -72.2% |
| 5Y | -97.4% | +2.6% | -100.0% | -97.6% |
| 10Y | -24.5% | +22.4% | -46.9% | -19.6% |
| All | -40.0% | +26.8% | -66.8% | -27.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling