+6.6%
PLUG vs VXX
-99.0%
+105.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.5% | +2.6% | +4.7% |
| 7D | +8.1% | -3.0% | +11.2% | +6.8% |
| 30D | +3.7% | -11.5% | +15.1% | -0.9% |
| 3M | -29.2% | -27.3% | -1.8% | -36.6% |
| 6M | +6.1% | -49.6% | +55.7% | -15.7% |
| YTD | +14.7% | -32.0% | +46.8% | +4.8% |
| 1Y | +56.9% | -48.3% | +105.3% | +32.9% |
| 3Y | -71.6% | -78.9% | +7.3% | -78.2% |
| 5Y | -91.0% | -95.6% | +4.5% | -95.4% |
| All | +6.6% | -99.0% | +105.6% | -49.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling