+133.8%
VGT vs PLUG
-91.8%
+225.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | 0.0% |
| 7D | +1.0% | -0.9% | +1.9% | +1.1% |
| 30D | +1.3% | +3.3% | -2.0% | +0.9% |
| 3M | -1.1% | -39.7% | +38.6% | +3.9% |
| 6M | +32.6% | -12.5% | +45.1% | +33.0% |
| YTD | +29.0% | +10.2% | +18.8% | +25.3% |
| 1Y | +39.7% | +50.7% | -11.0% | +28.1% |
| 3Y | +120.9% | -74.5% | +195.4% | +128.4% |
| All | +133.8% | -91.8% | +225.6% | +182.9% |
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