+1,112.0%
VST vs PLUG
+6.6%
+1,105.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +7.4% | +3.1% | +9.9% |
| 7D | -9.8% | +5.8% | -15.6% | -10.2% |
| 30D | -25.1% | -18.5% | -6.6% | -23.9% |
| 3M | -11.6% | -30.0% | +18.4% | -9.1% |
| 6M | -20.9% | -56.2% | +35.3% | -15.9% |
| YTD | -22.3% | -26.4% | +4.1% | -21.7% |
| 1Y | -32.0% | -42.2% | +10.2% | -30.3% |
| 3Y | +262.4% | -76.8% | +339.2% | +265.0% |
| 5Y | +563.4% | -96.2% | +659.6% | +637.9% |
| All | +1,112.0% | +6.6% | +1,105.4% | +833.9% |
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