+996.4%
VST vs PLUG
-0.7%
+997.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -7.5% | +1.4% | -5.5% |
| 7D | -19.9% | -4.9% | -15.0% | -19.6% |
| 30D | -29.7% | -27.4% | -2.2% | -27.8% |
| 3M | -19.6% | -35.7% | +16.1% | -16.7% |
| 6M | -29.4% | -59.3% | +29.9% | -24.4% |
| YTD | -29.7% | -31.5% | +1.8% | -28.8% |
| 1Y | -40.0% | -48.9% | +8.8% | -37.9% |
| 3Y | +231.0% | -79.6% | +310.6% | +236.8% |
| 5Y | +500.1% | -96.5% | +596.5% | +571.3% |
| All | +996.4% | -0.7% | +997.1% | +749.7% |
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