+1,216.9%
VST vs PLUG
+25.4%
+1,191.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.8% | +0.7% | +3.3% |
| 7D | +8.9% | -0.9% | +9.8% | +9.0% |
| 30D | +6.2% | +3.3% | +2.9% | +5.8% |
| 3M | -2.7% | -39.7% | +37.0% | +1.1% |
| 6M | -8.4% | -12.5% | +4.1% | -8.3% |
| YTD | -7.2% | +10.2% | -17.4% | -9.5% |
| 1Y | -20.9% | +50.7% | -71.6% | -25.7% |
| 3Y | +384.0% | -74.5% | +458.5% | +382.0% |
| 5Y | +757.1% | -91.8% | +848.8% | +796.9% |
| All | +1,216.9% | +25.4% | +1,191.4% | +912.0% |
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