+227.8%
VTV vs PLUG
+9.6%
+218.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -8.7% | +8.8% | +0.6% |
| 7D | 0.0% | -2.8% | +2.9% | +0.2% |
| 30D | +3.2% | -18.5% | +21.7% | +4.3% |
| 3M | +1.7% | -35.1% | +36.7% | +3.9% |
| 6M | +11.0% | -56.1% | +67.1% | +15.4% |
| YTD | +21.0% | -30.5% | +51.5% | +21.6% |
| 1Y | +24.3% | -46.5% | +70.7% | +26.4% |
| 3Y | +76.9% | -61.2% | +138.1% | +71.8% |
| 5Y | +76.9% | -96.6% | +173.5% | +93.9% |
| 10Y | +227.8% | +1.5% | +226.3% | +173.3% |
| All | +227.8% | +9.6% | +218.2% | +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