+150.1%
EXE vs PLUG
-98.0%
+248.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -8.7% | +11.0% | +2.7% |
| 7D | -2.2% | -2.8% | +0.6% | -2.1% |
| 30D | -0.3% | -18.5% | +18.1% | +0.4% |
| 3M | -9.3% | -35.1% | +25.8% | -7.9% |
| 6M | -7.2% | -56.1% | +48.9% | -4.5% |
| YTD | -18.9% | -30.5% | +11.5% | -18.9% |
| 1Y | -21.7% | -46.5% | +24.8% | -20.8% |
| 3Y | +21.0% | -61.2% | +82.2% | +17.4% |
| 5Y | +76.0% | -96.6% | +172.6% | +98.3% |
| All | +150.1% | -98.0% | +248.1% | +186.9% |
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