+1,164.9%
VST vs PLUG
-25.0%
+1,189.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -10.5% | +9.4% | -0.2% |
| 7D | +6.6% | -23.4% | +30.0% | +8.9% |
| 30D | -12.4% | -23.4% | +11.1% | -10.4% |
| 3M | -9.0% | -51.7% | +42.7% | -3.5% |
| 6M | -6.4% | -72.0% | +65.5% | +3.3% |
| YTD | -17.2% | -43.7% | +26.5% | -14.7% |
| 1Y | -22.0% | -55.4% | +33.4% | -18.3% |
| 3Y | +296.7% | -68.0% | +364.7% | +293.4% |
| 5Y | +637.6% | -97.4% | +735.0% | +745.1% |
| All | +1,164.9% | -25.0% | +1,189.9% | +972.9% |
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