+652.8%
FLEX vs PLUG
-8.1%
+660.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.7% | +4.5% | +3.9% |
| 7D | +2.2% | -6.8% | +9.1% | +3.3% |
| 30D | -32.6% | -16.0% | -16.6% | -31.0% |
| 3M | -35.5% | -38.7% | +3.3% | -31.3% |
| 6M | -45.6% | -61.4% | +15.8% | -38.9% |
| YTD | +30.7% | -31.0% | +61.7% | +35.1% |
| 1Y | +28.4% | -46.2% | +74.6% | +36.1% |
| 3Y | +301.7% | -61.5% | +363.1% | +288.7% |
| 5Y | +473.3% | -96.9% | +570.1% | +620.8% |
| All | +652.8% | -8.1% | +660.9% | +528.6% |
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