+658.8%
PLXS vs VT
+356.1%
+302.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | -5.9% | -1.6% | -4.3% | -4.0% |
| 30D | -20.6% | -2.5% | -18.1% | -18.1% |
| 3M | -16.9% | -1.3% | -15.6% | -15.2% |
| 6M | -18.1% | +3.1% | -21.2% | -20.2% |
| YTD | +47.5% | +10.9% | +36.5% | +32.4% |
| 1Y | +51.0% | +12.1% | +39.0% | +34.5% |
| 3Y | +118.8% | +73.9% | +44.9% | +21.0% |
| 5Y | +134.2% | +58.0% | +76.2% | +42.9% |
| 10Y | +374.6% | +225.5% | +149.1% | +29.2% |
| All | +658.8% | +356.1% | +302.7% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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