+152.6%
VEA vs PLUG
-95.4%
+248.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.4% | -7.8% | -0.9% |
| 7D | -2.2% | +5.8% | -8.1% | -2.7% |
| 30D | -3.4% | -18.5% | +15.2% | -2.1% |
| 3M | -5.6% | -30.0% | +24.3% | -3.4% |
| 6M | -3.4% | -56.2% | +52.7% | +1.6% |
| YTD | +9.7% | -26.4% | +36.1% | +10.2% |
| 1Y | +15.4% | -42.2% | +57.6% | +17.6% |
| 3Y | +68.5% | -76.8% | +145.4% | +68.3% |
| 5Y | +49.6% | -96.2% | +145.9% | +64.5% |
| 10Y | +154.3% | +2.1% | +152.2% | +96.8% |
| All | +152.6% | -95.4% | +248.0% | +72.2% |
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