-0.9%
PLUG vs VXX
-99.0%
+98.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | -2.2% |
| 7D | -3.2% | +2.0% | -5.2% | -2.4% |
| 30D | -8.3% | -7.1% | -1.2% | -10.6% |
| 3M | -25.8% | -28.6% | +2.8% | -34.1% |
| 6M | -5.8% | -44.0% | +38.2% | -22.2% |
| YTD | +6.6% | -31.7% | +38.3% | -2.4% |
| 1Y | +39.1% | -46.3% | +85.4% | +19.6% |
| 3Y | -73.7% | -78.3% | +4.5% | -79.6% |
| 5Y | -91.3% | -95.8% | +4.5% | -95.7% |
| All | -0.9% | -99.0% | +98.0% | -52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX 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 VXX 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