+500.1%
VST vs PLUG
-96.6%
+596.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -7.5% | +1.4% | -5.4% |
| 7D | -19.9% | -4.9% | -15.0% | -19.6% |
| 30D | -29.7% | -27.4% | -2.2% | -27.5% |
| 3M | -19.6% | -35.7% | +16.1% | -16.3% |
| 6M | -29.4% | -59.3% | +29.9% | -23.7% |
| YTD | -29.7% | -31.5% | +1.8% | -28.7% |
| 1Y | -40.0% | -48.9% | +8.8% | -37.6% |
| 3Y | +231.0% | -79.6% | +310.6% | +239.4% |
| 5Y | +500.1% | -96.5% | +596.5% | +564.0% |
| All | +500.1% | -96.6% | +596.7% | +564.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling