+295.0%
VWO vs PLUG
-98.3%
+393.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -8.8% | +7.4% | -0.6% |
| 7D | +4.0% | -8.1% | +12.2% | +4.7% |
| 30D | -5.4% | -20.5% | +15.1% | -3.8% |
| 3M | -6.4% | -45.9% | +39.4% | -1.8% |
| 6M | -4.7% | -65.2% | +60.5% | +3.2% |
| YTD | +5.3% | -37.1% | +42.3% | +7.2% |
| 1Y | +4.3% | -54.6% | +58.9% | +8.8% |
| 3Y | +55.9% | -64.9% | +120.8% | +51.4% |
| 5Y | +25.7% | -97.1% | +122.8% | +43.7% |
| 10Y | +111.0% | -15.6% | +126.6% | +57.6% |
| All | +295.0% | -98.3% | +393.4% | +182.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling