+228.8%
VTV vs PLUG
-25.0%
+253.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -10.5% | +10.7% | +0.8% |
| 7D | +2.9% | -23.4% | +26.4% | +4.4% |
| 30D | +3.8% | -23.4% | +27.2% | +5.2% |
| 3M | +1.6% | -51.7% | +53.3% | +5.4% |
| 6M | +11.2% | -72.0% | +83.2% | +18.5% |
| YTD | +22.0% | -43.7% | +65.6% | +23.9% |
| 1Y | +24.9% | -55.4% | +80.3% | +28.3% |
| 3Y | +78.5% | -68.0% | +146.5% | +75.0% |
| 5Y | +77.8% | -97.4% | +175.2% | +98.0% |
| All | +228.8% | -25.0% | +253.8% | +178.2% |
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