+163.6%
VEA vs PLUG
+48.6%
+115.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | -0.6% |
| 7D | +0.3% | +3.8% | -3.5% | +0.1% |
| 30D | +0.4% | +2.8% | -2.4% | +0.2% |
| 3M | +4.8% | -25.4% | +30.2% | +6.6% |
| 6M | +11.3% | -0.5% | +11.7% | +10.4% |
| YTD | +17.4% | +10.2% | +7.2% | +15.0% |
| 1Y | +26.2% | +53.9% | -27.7% | +19.3% |
| 3Y | +77.7% | -72.7% | +150.5% | +76.6% |
| 5Y | +60.9% | -91.4% | +152.3% | +68.0% |
| 10Y | +163.6% | +58.4% | +105.2% | +120.6% |
| All | +163.6% | +48.6% | +115.0% | +120.6% |
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