+98.0%
VCIT vs PLUG
-73.5%
+171.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.9% | 0.0% |
| 7D | -0.3% | -0.9% | +0.6% | -0.3% |
| 30D | -0.8% | +3.3% | -4.1% | -0.8% |
| 3M | -1.0% | -39.7% | +38.7% | -0.8% |
| 6M | -1.8% | -12.5% | +10.7% | -1.8% |
| YTD | -0.7% | +10.2% | -10.9% | -0.9% |
| 1Y | +1.0% | +50.7% | -49.7% | +0.5% |
| 3Y | +18.8% | -74.5% | +93.4% | +18.7% |
| 5Y | +3.5% | -91.8% | +95.3% | +3.5% |
| 10Y | +29.2% | +43.7% | -14.5% | +29.7% |
| All | +98.0% | -73.5% | +171.5% | +98.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling