+1,631.1%
QLD vs PLUG
+43.7%
+1,587.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | -0.2% |
| 7D | +0.6% | -0.9% | +1.5% | +0.7% |
| 30D | -0.1% | +3.3% | -3.5% | -0.8% |
| 3M | -8.4% | -39.7% | +31.4% | +0.2% |
| 6M | +32.2% | -12.5% | +44.7% | +33.1% |
| YTD | +28.9% | +10.2% | +18.7% | +22.5% |
| 1Y | +43.8% | +50.7% | -6.9% | +23.6% |
| 3Y | +176.6% | -74.5% | +251.1% | +175.1% |
| 5Y | +121.6% | -91.8% | +213.3% | +168.3% |
| All | +1,631.1% | +43.7% | +1,587.4% | +1,134.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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