+118.5%
EXPE vs PLUG
+25.0%
+93.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.4% | -3.5% | -0.4% |
| 7D | -13.3% | +14.5% | -27.8% | -14.6% |
| 30D | -5.5% | -10.7% | +5.2% | -4.4% |
| 3M | -16.5% | -31.2% | +14.7% | -13.3% |
| 6M | +13.1% | -51.9% | +65.0% | +20.8% |
| YTD | -8.0% | -23.9% | +15.9% | -8.4% |
| 1Y | +1.1% | -43.4% | +44.5% | +3.9% |
| 3Y | +131.2% | -74.7% | +205.9% | +126.7% |
| 5Y | +39.8% | -96.3% | +136.1% | +69.4% |
| 10Y | +118.5% | +20.0% | +98.5% | +71.4% |
| All | +118.5% | +25.0% | +93.5% | +71.4% |
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