+449.7%
V vs PLUG
+6.6%
+443.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.4% | -7.4% | -0.4% |
| 7D | +2.2% | +5.8% | -3.6% | +1.8% |
| 30D | +13.6% | -18.5% | +32.1% | +14.8% |
| 3M | +14.3% | -30.0% | +44.2% | +16.3% |
| 6M | +33.1% | -56.2% | +89.3% | +38.6% |
| YTD | +21.2% | -26.4% | +47.6% | +21.3% |
| 1Y | +26.4% | -42.2% | +68.7% | +28.1% |
| 3Y | +77.6% | -76.8% | +154.4% | +77.1% |
| 5Y | +102.6% | -96.2% | +198.8% | +124.7% |
| All | +449.7% | +6.6% | +443.1% | +333.6% |
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