-83.7%
VIAV vs PLUG
-99.1%
+15.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -8.7% | +5.6% | -1.9% |
| 7D | +3.2% | -2.8% | +6.0% | +3.7% |
| 30D | -31.8% | -18.5% | -13.3% | -29.7% |
| 3M | -16.6% | -35.1% | +18.4% | -11.5% |
| 6M | -39.4% | -56.1% | +16.6% | -32.6% |
| YTD | +74.0% | -30.5% | +104.5% | +79.0% |
| 1Y | +70.8% | -46.5% | +117.2% | +80.8% |
| 3Y | +295.5% | -61.2% | +356.7% | +277.9% |
| 5Y | +103.3% | -96.6% | +199.9% | +148.4% |
| 10Y | +300.1% | +1.5% | +298.6% | +150.3% |
| All | -83.7% | -99.1% | +15.5% | -89.2% |
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 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