+116.6%
VWO vs PLUG
+48.6%
+68.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | -0.3% |
| 7D | +0.2% | +3.8% | -3.7% | -0.1% |
| 30D | +0.9% | +2.8% | -1.9% | +0.6% |
| 3M | +4.3% | -25.4% | +29.7% | +6.2% |
| 6M | +10.5% | -0.5% | +11.0% | +9.6% |
| YTD | +13.4% | +10.2% | +3.2% | +10.9% |
| 1Y | +18.6% | +53.9% | -35.3% | +11.5% |
| 3Y | +65.8% | -72.7% | +138.5% | +64.5% |
| 5Y | +35.2% | -91.4% | +126.6% | +41.5% |
| 10Y | +116.6% | +58.4% | +58.2% | +79.7% |
| All | +116.6% | +48.6% | +68.0% | +79.7% |
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