+396.3%
VUG vs PLUG
+25.0%
+371.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.4% | -0.7% | +2.5% |
| 7D | +0.5% | +14.5% | -14.0% | -0.7% |
| 30D | -8.2% | -10.7% | +2.5% | -7.3% |
| 3M | -5.4% | -31.2% | +25.8% | -2.5% |
| 6M | -2.5% | -51.9% | +49.4% | +3.1% |
| YTD | +4.2% | -23.9% | +28.1% | +4.5% |
| 1Y | +5.0% | -43.4% | +48.4% | +7.8% |
| 3Y | +81.7% | -74.7% | +156.4% | +80.1% |
| 5Y | +62.5% | -96.3% | +158.8% | +88.2% |
| 10Y | +396.3% | +20.0% | +376.3% | +318.3% |
| All | +396.3% | +25.0% | +371.3% | +318.3% |
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