+2,010.2%
VRT vs PLUG
-36.1%
+2,046.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -8.8% | +10.3% | +3.0% |
| 7D | +18.6% | -8.1% | +26.8% | +20.2% |
| 30D | -11.7% | -20.5% | +8.9% | -8.1% |
| 3M | -27.3% | -45.9% | +18.6% | -19.4% |
| 6M | -42.9% | -65.2% | +22.3% | -32.3% |
| YTD | +29.5% | -37.1% | +66.5% | +36.9% |
| 1Y | +21.0% | -54.6% | +75.6% | +34.0% |
| 3Y | +403.1% | -64.9% | +468.0% | +387.5% |
| 5Y | +688.8% | -97.1% | +785.9% | +1,030.2% |
| All | +2,010.2% | -36.1% | +2,046.3% | +1,670.7% |
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