+403.5%
VRT vs PLUG
-75.5%
+479.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +3.4% | +6.2% | +9.2% |
| 7D | -10.6% | +14.5% | -25.1% | -12.0% |
| 30D | -17.4% | -10.7% | -6.7% | -16.3% |
| 3M | -26.4% | -31.2% | +4.8% | -23.2% |
| 6M | -41.0% | -51.9% | +10.9% | -36.2% |
| YTD | +23.8% | -23.9% | +47.7% | +27.2% |
| 1Y | +11.6% | -43.4% | +55.0% | +17.2% |
| 3Y | +403.5% | -74.7% | +478.2% | +397.3% |
| All | +403.5% | -75.5% | +479.0% | +397.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling