+539.0%
XRT vs PLUG
-97.3%
+636.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -7.5% | +4.7% | -2.2% |
| 7D | +2.3% | -4.9% | +7.2% | +2.7% |
| 30D | +9.8% | -27.4% | +37.2% | +12.7% |
| 3M | -0.2% | -35.7% | +35.5% | +3.4% |
| 6M | +8.4% | -59.3% | +67.7% | +15.9% |
| YTD | +7.5% | -31.5% | +39.0% | +8.4% |
| 1Y | +13.2% | -48.9% | +62.0% | +16.7% |
| 3Y | +52.0% | -79.6% | +131.6% | +53.5% |
| 5Y | -3.2% | -96.5% | +93.3% | +10.0% |
| 10Y | +157.1% | -4.9% | +162.0% | +110.1% |
| All | +539.0% | -97.3% | +636.3% | +425.1% |
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