+183.8%
VXUS vs PLUG
-72.9%
+256.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | +0.4% |
| 7D | +1.0% | -0.9% | +1.9% | +1.1% |
| 30D | +2.2% | +3.3% | -1.1% | +2.0% |
| 3M | +3.0% | -39.7% | +42.7% | +5.3% |
| 6M | +10.7% | -12.5% | +23.2% | +10.7% |
| YTD | +17.8% | +10.2% | +7.7% | +16.1% |
| 1Y | +27.6% | +50.7% | -23.1% | +22.6% |
| 3Y | +73.3% | -74.5% | +147.8% | +72.5% |
| 5Y | +54.3% | -91.8% | +146.1% | +58.4% |
| 10Y | +149.8% | +43.7% | +106.1% | +121.3% |
| All | +183.8% | -72.9% | +256.7% | +179.2% |
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