+295.5%
VWO vs PLUG
-98.2%
+393.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -8.7% | +8.5% | +0.5% |
| 7D | +2.1% | -2.8% | +4.9% | +2.3% |
| 30D | -5.5% | -18.5% | +13.0% | -4.0% |
| 3M | -6.2% | -35.1% | +28.9% | -3.0% |
| 6M | -6.4% | -56.1% | +49.7% | -0.6% |
| YTD | +5.4% | -30.5% | +35.9% | +6.4% |
| 1Y | +4.5% | -46.5% | +51.0% | +7.5% |
| 3Y | +56.1% | -61.2% | +117.3% | +50.4% |
| 5Y | +28.1% | -96.6% | +124.7% | +44.4% |
| 10Y | +107.3% | +1.5% | +105.9% | +52.4% |
| All | +295.5% | -98.2% | +393.6% | +180.6% |
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