+588.9%
VST vs PLUG
-96.4%
+685.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +7.4% | +3.1% | +9.8% |
| 7D | -9.8% | +5.8% | -15.6% | -10.3% |
| 30D | -25.1% | -18.5% | -6.6% | -23.7% |
| 3M | -11.6% | -30.0% | +18.4% | -8.7% |
| 6M | -20.9% | -56.2% | +35.3% | -15.1% |
| YTD | -22.3% | -26.4% | +4.1% | -21.7% |
| 1Y | -32.0% | -42.2% | +10.2% | -30.0% |
| 3Y | +262.4% | -76.8% | +339.2% | +267.0% |
| All | +588.9% | -96.4% | +685.3% | +677.3% |
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 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