+962.7%
VST vs PLUG
-15.6%
+978.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +3.5% | -17.4% | -14.1% |
| 7D | -15.7% | +2.8% | -18.5% | -16.0% |
| 30D | -17.0% | -22.8% | +5.8% | -15.3% |
| 3M | -15.9% | -32.4% | +16.5% | -13.3% |
| 6M | -25.0% | -53.4% | +28.4% | -20.7% |
| YTD | -25.1% | -25.9% | +0.8% | -24.6% |
| 1Y | -34.9% | -42.1% | +7.2% | -33.3% |
| 3Y | +252.7% | -77.9% | +330.6% | +256.4% |
| 5Y | +582.3% | -96.4% | +678.7% | +660.1% |
| 10Y | +1,076.6% | +2.8% | +1,073.8% | +818.2% |
| All | +962.7% | -15.6% | +978.3% | +743.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling