+178.5%
EXE vs PLUG
-96.9%
+275.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.0% | -1.3% |
| 7D | -0.3% | -0.9% | +0.7% | -0.2% |
| 30D | +8.5% | +3.3% | +5.1% | +8.2% |
| 3M | +5.5% | -39.7% | +45.2% | +7.5% |
| 6M | -5.9% | -12.5% | +6.6% | -6.1% |
| YTD | -9.7% | +10.2% | -19.9% | -11.3% |
| 1Y | +3.6% | +50.7% | -47.1% | -0.9% |
| 3Y | +18.0% | -74.5% | +92.5% | +20.5% |
| 5Y | +109.4% | -91.8% | +201.2% | +126.9% |
| All | +178.5% | -96.9% | +275.3% | +213.8% |
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