+575.3%
FAST vs PLUG
+6.6%
+568.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.4% | -7.2% | -0.2% |
| 7D | +2.1% | +5.8% | -3.8% | +1.7% |
| 30D | +6.9% | -18.5% | +25.4% | +8.0% |
| 3M | +4.8% | -30.0% | +34.8% | +6.7% |
| 6M | +19.8% | -56.2% | +76.0% | +24.5% |
| YTD | +34.9% | -26.4% | +61.3% | +34.8% |
| 1Y | +32.8% | -42.2% | +75.0% | +34.3% |
| 3Y | +93.7% | -76.8% | +170.6% | +92.7% |
| 5Y | +105.3% | -96.2% | +201.5% | +126.1% |
| All | +575.3% | +6.6% | +568.7% | +472.6% |
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