+36.0%
VWO vs PLUG
-91.0%
+127.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.1% | -4.5% | -0.6% |
| 7D | +0.9% | +8.1% | -7.2% | +0.3% |
| 30D | +1.3% | +3.7% | -2.4% | +0.9% |
| 3M | +5.1% | -29.2% | +34.3% | +7.3% |
| 6M | +12.5% | +6.1% | +6.4% | +11.2% |
| YTD | +14.0% | +14.7% | -0.7% | +11.3% |
| 1Y | +19.7% | +56.9% | -37.2% | +12.3% |
| 3Y | +66.8% | -71.6% | +138.4% | +67.9% |
| All | +36.0% | -91.0% | +127.0% | +45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling