+105.0%
FAST vs PLUG
-96.6%
+201.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.5% | +7.0% | -0.3% |
| 7D | +0.7% | -4.9% | +5.6% | +0.9% |
| 30D | +4.6% | -27.4% | +32.1% | +6.0% |
| 3M | +6.4% | -35.7% | +42.1% | +8.2% |
| 6M | +20.6% | -59.3% | +79.9% | +24.8% |
| YTD | +34.7% | -31.5% | +66.1% | +34.8% |
| 1Y | +29.7% | -48.9% | +78.5% | +31.4% |
| 3Y | +89.9% | -79.6% | +169.5% | +93.2% |
| 5Y | +105.0% | -96.5% | +201.4% | +141.9% |
| All | +105.0% | -96.6% | +201.6% | +141.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling