+98.6%
VGT vs PLUG
-96.4%
+195.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.4% | -6.1% | +0.5% |
| 7D | -7.2% | +5.8% | -13.1% | -7.8% |
| 30D | -16.1% | -18.5% | +2.4% | -14.3% |
| 3M | -9.2% | -30.0% | +20.8% | -5.8% |
| 6M | -0.7% | -56.2% | +55.5% | +7.5% |
| YTD | +15.6% | -26.4% | +42.0% | +17.0% |
| 1Y | +14.4% | -42.2% | +56.6% | +18.2% |
| 3Y | +105.2% | -76.8% | +182.1% | +110.0% |
| All | +98.6% | -96.4% | +195.0% | +182.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling