+146.2%
VXUS vs PLUG
-25.0%
+171.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -10.5% | +10.5% | +0.7% |
| 7D | +2.1% | -23.4% | +25.6% | +3.9% |
| 30D | -1.1% | -23.4% | +22.3% | +0.5% |
| 3M | -5.6% | -51.7% | +46.1% | -1.2% |
| 6M | -2.3% | -72.0% | +69.7% | +5.7% |
| YTD | +10.4% | -43.7% | +54.0% | +12.8% |
| 1Y | +13.1% | -55.4% | +68.5% | +17.1% |
| 3Y | +68.0% | -68.0% | +136.0% | +65.3% |
| 5Y | +45.8% | -97.4% | +143.2% | +65.3% |
| All | +146.2% | -25.0% | +171.2% | +115.4% |
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