+3.5%
VCIT vs PLUG
-96.4%
+99.8%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.4% | -7.5% | -0.2% |
| 7D | +0.1% | +5.8% | -5.7% | 0.0% |
| 30D | +1.9% | -18.5% | +20.5% | +2.2% |
| 3M | -1.4% | -30.0% | +28.5% | -0.9% |
| 6M | -2.1% | -56.2% | +54.1% | -1.0% |
| YTD | -1.6% | -26.4% | +24.8% | -1.6% |
| 1Y | -0.9% | -42.2% | +41.3% | -0.5% |
| 3Y | +20.0% | -76.8% | +96.8% | +20.4% |
| All | +3.5% | -96.4% | +99.8% | +6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling