+17.3%
PLUG vs VTEB
+26.7%
-9.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | -0.9% | -0.8% | -0.1% | +0.4% |
| 30D | +3.3% | -1.3% | +4.7% | +5.9% |
| 3M | -39.7% | -2.1% | -37.6% | -37.4% |
| 6M | -12.5% | -1.7% | -10.8% | -9.7% |
| YTD | +10.2% | -0.6% | +10.7% | +11.2% |
| 1Y | +50.7% | +3.1% | +47.6% | +43.0% |
| 3Y | -74.5% | +9.2% | -83.7% | -77.5% |
| 5Y | -91.8% | +2.2% | -93.9% | -92.3% |
| 10Y | +43.7% | +18.8% | +24.9% | +45.8% |
| All | +17.3% | +26.7% | -9.4% | +41.3% |
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