+513.3%
XRT vs PLUG
-95.6%
+608.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.9% | +0.7% |
| 7D | +0.8% | -0.9% | +1.7% | +0.9% |
| 30D | -4.2% | +3.3% | -7.5% | -4.6% |
| 3M | +5.1% | -39.7% | +44.8% | +9.3% |
| 6M | +2.4% | -12.5% | +14.9% | +2.2% |
| YTD | +3.2% | +10.2% | -7.0% | +0.1% |
| 1Y | +1.5% | +50.7% | -49.2% | -6.0% |
| 3Y | +40.6% | -74.5% | +115.1% | +39.3% |
| 5Y | -1.0% | -91.8% | +90.8% | +4.9% |
| 10Y | +128.4% | +43.7% | +84.7% | +80.1% |
| All | +513.3% | -95.6% | +608.9% | +384.8% |
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