+565.2%
FLEX vs PLUG
+6.6%
+558.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +7.4% | -2.8% | +3.6% |
| 7D | -19.3% | +5.8% | -25.2% | -19.9% |
| 30D | -41.5% | -18.5% | -23.0% | -39.9% |
| 3M | -43.1% | -30.0% | -13.2% | -40.5% |
| 6M | -48.2% | -56.2% | +8.0% | -42.8% |
| YTD | +15.5% | -26.4% | +41.9% | +18.3% |
| 1Y | +10.2% | -42.2% | +52.4% | +15.7% |
| 3Y | +256.8% | -76.8% | +333.6% | +263.9% |
| 5Y | +408.2% | -96.2% | +504.4% | +523.5% |
| All | +565.2% | +6.6% | +558.6% | +448.4% |
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