+377.4%
VT vs PLUG
-90.6%
+468.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.9% | -0.2% |
| 7D | +0.4% | -0.9% | +1.4% | +0.5% |
| 30D | +1.0% | +3.3% | -2.4% | +0.7% |
| 3M | +2.4% | -39.7% | +42.1% | +5.8% |
| 6M | +12.0% | -12.5% | +24.5% | +12.0% |
| YTD | +15.3% | +10.2% | +5.2% | +12.7% |
| 1Y | +22.6% | +50.7% | -28.1% | +15.3% |
| 3Y | +74.7% | -74.5% | +149.2% | +73.1% |
| 5Y | +66.1% | -91.8% | +157.9% | +72.9% |
| 10Y | +225.0% | +43.7% | +181.3% | +148.9% |
| All | +377.4% | -90.6% | +468.0% | +238.9% |
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