+499.9%
FAST vs PLUG
+43.7%
+456.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.1% | +0.6% |
| 7D | -0.4% | -0.9% | +0.6% | -0.3% |
| 30D | -0.8% | +3.3% | -4.1% | -1.0% |
| 3M | +5.8% | -39.7% | +45.5% | +8.5% |
| 6M | +8.0% | -12.5% | +20.5% | +7.7% |
| YTD | +25.6% | +10.2% | +15.5% | +23.0% |
| 1Y | +0.8% | +50.7% | -49.9% | -4.8% |
| 3Y | +86.1% | -74.5% | +160.6% | +85.3% |
| 5Y | +100.2% | -91.8% | +192.0% | +109.8% |
| All | +499.9% | +43.7% | +456.1% | +390.5% |
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