-97.3%
PLUG vs VXX
-94.2%
-3.2%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +2.3% | -12.8% | -9.6% |
| 7D | -23.4% | -14.7% | -8.8% | -27.5% |
| 30D | -23.4% | +8.9% | -32.3% | -18.1% |
| 3M | -51.7% | -4.5% | -47.2% | -50.6% |
| 6M | -72.0% | -34.0% | -38.0% | -74.7% |
| YTD | -43.7% | -29.2% | -14.4% | -45.7% |
| 1Y | -55.4% | -46.8% | -8.6% | -61.4% |
| 3Y | -68.0% | -76.2% | +8.2% | -73.8% |
| All | -97.3% | -94.2% | -3.2% | -98.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling