+96.3%
VCIT vs PLUG
-83.5%
+179.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.5% | +7.8% | +0.3% |
| 7D | +0.5% | -4.9% | +5.4% | +0.5% |
| 30D | +2.1% | -27.4% | +29.5% | +2.2% |
| 3M | -1.6% | -35.7% | +34.1% | -1.4% |
| 6M | -1.6% | -59.3% | +57.8% | -1.2% |
| YTD | -1.5% | -31.5% | +30.0% | -1.4% |
| 1Y | -0.4% | -48.9% | +48.5% | -0.2% |
| 3Y | +19.6% | -79.6% | +99.2% | +19.6% |
| 5Y | +3.3% | -96.5% | +99.8% | +3.6% |
| 10Y | +28.9% | -4.9% | +33.8% | +29.7% |
| All | +96.3% | -83.5% | +179.9% | +96.9% |
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 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