+53.4%
VT vs PLUG
-96.6%
+150.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -7.5% | +3.5% | -3.5% |
| 7D | -4.2% | -4.9% | +0.8% | -3.8% |
| 30D | -5.8% | -27.4% | +21.6% | -3.7% |
| 3M | -5.2% | -35.7% | +30.5% | -2.4% |
| 6M | +0.1% | -59.3% | +59.5% | +5.9% |
| YTD | +8.2% | -31.5% | +39.7% | +9.3% |
| 1Y | +10.1% | -48.9% | +59.0% | +13.2% |
| 3Y | +69.7% | -79.6% | +149.3% | +74.4% |
| 5Y | +53.4% | -96.5% | +149.9% | +87.3% |
| All | +53.4% | -96.6% | +150.0% | +87.3% |
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 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