+232.8%
VT vs PLUG
+0.7%
+232.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.5% | -1.8% | +1.5% |
| 7D | -0.3% | +2.8% | -3.1% | -0.5% |
| 30D | -1.4% | -22.8% | +21.3% | +0.3% |
| 3M | -1.4% | -32.4% | +31.0% | +1.2% |
| 6M | +5.5% | -53.4% | +58.8% | +10.5% |
| YTD | +12.8% | -25.9% | +38.7% | +13.3% |
| 1Y | +15.4% | -42.1% | +57.5% | +17.6% |
| 3Y | +76.9% | -77.9% | +154.8% | +77.9% |
| 5Y | +60.4% | -96.4% | +156.8% | +79.6% |
| 10Y | +232.8% | +2.8% | +230.0% | +179.8% |
| All | +232.8% | +0.7% | +232.1% | +179.8% |
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