+221.0%
VT vs PLUG
-1.4%
+222.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.7% | +8.2% | +0.2% |
| 7D | -0.1% | -2.8% | +2.7% | 0.0% |
| 30D | -3.1% | -18.5% | +15.4% | -1.7% |
| 3M | -3.5% | -35.1% | +31.6% | -0.7% |
| 6M | +0.5% | -56.1% | +56.6% | +5.8% |
| YTD | +10.8% | -30.5% | +41.2% | +11.7% |
| 1Y | +11.9% | -46.5% | +58.4% | +14.7% |
| 3Y | +73.0% | -61.2% | +134.2% | +67.1% |
| 5Y | +58.6% | -96.6% | +155.2% | +78.7% |
| All | +221.0% | -1.4% | +222.4% | +173.3% |
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 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