+57.7%
VT vs PLUG
-96.6%
+154.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.6% | -7.6% | -0.5% |
| 7D | -1.6% | +0.7% | -2.3% | -1.7% |
| 30D | -2.5% | -25.8% | +23.3% | -0.5% |
| 3M | -1.3% | -32.2% | +30.9% | +1.2% |
| 6M | +3.1% | -54.7% | +57.8% | +8.2% |
| YTD | +10.9% | -28.4% | +39.4% | +11.7% |
| 1Y | +12.1% | -48.7% | +60.8% | +15.2% |
| 3Y | +73.9% | -78.7% | +152.6% | +78.2% |
| All | +57.7% | -96.6% | +154.3% | +92.1% |
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