+742.6%
VGT vs PLUG
-16.2%
+758.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -8.8% | +8.3% | +0.4% |
| 7D | +5.6% | -8.1% | +13.8% | +6.5% |
| 30D | -10.6% | -20.5% | +9.9% | -8.5% |
| 3M | -6.9% | -45.9% | +39.0% | -1.1% |
| 6M | +0.9% | -65.2% | +66.1% | +11.6% |
| YTD | +20.4% | -37.1% | +57.5% | +23.7% |
| 1Y | +17.4% | -54.6% | +72.0% | +24.1% |
| 3Y | +106.3% | -64.9% | +171.1% | +99.7% |
| 5Y | +107.9% | -97.1% | +205.0% | +152.0% |
| All | +742.6% | -16.2% | +758.8% | +614.8% |
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