-81.6%
VIAV vs PLUG
-98.6%
+17.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.8% | +0.8% | +3.3% |
| 7D | -4.6% | -0.9% | -3.7% | -4.5% |
| 30D | -10.4% | +3.3% | -13.7% | -10.8% |
| 3M | -34.5% | -39.7% | +5.2% | -30.0% |
| 6M | +7.0% | -12.5% | +19.5% | +8.1% |
| YTD | +95.6% | +10.2% | +85.5% | +88.9% |
| 1Y | +197.2% | +50.7% | +146.5% | +167.5% |
| 3Y | +232.0% | -74.5% | +306.5% | +228.4% |
| 5Y | +102.2% | -91.8% | +194.0% | +117.9% |
| 10Y | +344.6% | +43.7% | +300.9% | +163.9% |
| All | -81.6% | -98.6% | +17.0% | -88.6% |
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