+480.2%
V vs PLUG
-7.4%
+487.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -8.7% | +9.1% | +0.9% |
| 7D | +0.8% | -2.8% | +3.6% | +0.9% |
| 30D | +9.9% | -18.5% | +28.4% | +11.1% |
| 3M | +17.5% | -35.1% | +52.6% | +20.1% |
| 6M | +33.5% | -56.1% | +89.5% | +38.9% |
| YTD | +21.6% | -30.5% | +52.0% | +22.0% |
| 1Y | +27.6% | -46.5% | +74.1% | +29.8% |
| 3Y | +76.4% | -61.2% | +137.6% | +70.0% |
| 5Y | +103.8% | -96.6% | +200.4% | +127.8% |
| All | +480.2% | -7.4% | +487.6% | +376.8% |
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