+148.1%
XRT vs PLUG
+6.6%
+141.4%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +7.4% | -9.1% | -2.6% |
| 7D | +0.9% | +5.8% | -5.0% | +0.1% |
| 30D | +7.9% | -18.5% | +26.5% | +10.2% |
| 3M | -0.2% | -30.0% | +29.8% | +3.4% |
| 6M | +5.6% | -56.2% | +61.8% | +14.3% |
| YTD | +5.7% | -26.4% | +32.1% | +5.7% |
| 1Y | +14.6% | -42.2% | +56.8% | +17.5% |
| 3Y | +50.7% | -76.8% | +127.5% | +50.1% |
| 5Y | -4.8% | -96.2% | +91.4% | +14.3% |
| All | +148.1% | +6.6% | +141.4% | +107.9% |
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