+7,186.1%
FAST vs PLUG
-98.6%
+7,284.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.1% |
| 3M | +5.8% | -39.7% | +45.5% | +8.8% |
| 6M | +8.0% | -12.5% | +20.5% | +7.8% |
| YTD | +25.6% | +10.2% | +15.5% | +22.8% |
| 1Y | +0.8% | +50.7% | -49.9% | -4.9% |
| 3Y | +86.1% | -74.5% | +160.6% | +83.5% |
| 5Y | +100.2% | -91.8% | +192.0% | +106.2% |
| 10Y | +494.2% | +43.7% | +450.5% | +358.7% |
| All | +7,186.1% | -98.6% | +7,284.7% | +5,689.1% |
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