+134.8%
VXUS vs PLUG
+6.6%
+128.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.4% | -7.3% | -0.3% |
| 7D | -1.8% | +5.8% | -7.6% | -2.2% |
| 30D | -4.6% | -18.5% | +14.0% | -3.3% |
| 3M | -6.1% | -30.0% | +23.9% | -4.0% |
| 6M | -4.9% | -56.2% | +51.3% | -0.2% |
| YTD | +8.1% | -26.4% | +34.4% | +8.6% |
| 1Y | +12.1% | -42.2% | +54.3% | +14.2% |
| 3Y | +63.9% | -76.8% | +140.7% | +64.4% |
| 5Y | +43.1% | -96.2% | +139.4% | +58.1% |
| All | +134.8% | +6.6% | +128.1% | +101.5% |
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