+160.1%
VEA vs PLUG
-95.7%
+255.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +0.9% |
| 7D | -1.3% | -7.2% | +5.9% | -0.8% |
| 30D | 0.0% | -16.4% | +16.3% | +1.1% |
| 3M | -3.6% | -39.0% | +35.4% | -0.4% |
| 6M | -0.5% | -61.5% | +61.0% | +5.7% |
| YTD | +13.0% | -31.2% | +44.2% | +14.0% |
| 1Y | +16.3% | -46.4% | +62.7% | +19.1% |
| 3Y | +74.4% | -61.6% | +136.0% | +69.2% |
| 5Y | +55.8% | -96.9% | +152.7% | +73.7% |
| 10Y | +161.1% | -7.8% | +168.9% | +103.8% |
| All | +160.1% | -95.7% | +255.8% | +78.1% |
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