+1,855.0%
VRT vs PLUG
-29.6%
+1,884.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -9.0% | +5.9% | -1.6% |
| 7D | -17.7% | -3.2% | -14.5% | -17.2% |
| 30D | -20.0% | -18.7% | -1.3% | -17.1% |
| 3M | -28.1% | -35.3% | +7.2% | -22.6% |
| 6M | -42.8% | -56.2% | +13.4% | -34.6% |
| YTD | +20.0% | -30.7% | +50.7% | +24.9% |
| 1Y | +3.5% | -46.7% | +50.2% | +11.6% |
| 3Y | +366.1% | -61.3% | +427.4% | +344.9% |
| 5Y | +632.2% | -96.6% | +728.8% | +922.5% |
| All | +1,855.0% | -29.6% | +1,884.6% | +1,515.6% |
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 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