+402.8%
VUG vs PLUG
-25.0%
+427.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -10.5% | +9.6% | 0.0% |
| 7D | +2.5% | -23.4% | +26.0% | +4.9% |
| 30D | -6.3% | -23.4% | +17.2% | -4.2% |
| 3M | -6.0% | -51.7% | +45.7% | -0.1% |
| 6M | -3.5% | -72.0% | +68.4% | +7.0% |
| YTD | +3.9% | -43.7% | +47.6% | +7.0% |
| 1Y | +5.1% | -55.4% | +60.5% | +10.1% |
| 3Y | +77.9% | -68.0% | +145.9% | +72.9% |
| 5Y | +62.4% | -97.4% | +159.8% | +94.1% |
| All | +402.8% | -25.0% | +427.8% | +335.5% |
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