+1,000.1%
FLEX vs PLUG
+43.7%
+956.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.8% | -1.3% | +1.2% |
| 7D | -0.9% | -0.9% | 0.0% | -0.8% |
| 30D | -10.1% | +3.3% | -13.5% | -10.6% |
| 3M | -31.3% | -39.7% | +8.4% | -27.1% |
| 6M | +71.3% | -12.5% | +83.8% | +72.9% |
| YTD | +81.2% | +10.2% | +71.1% | +76.3% |
| 1Y | +98.5% | +50.7% | +47.8% | +81.0% |
| 3Y | +428.2% | -74.5% | +502.7% | +431.2% |
| 5Y | +657.3% | -91.8% | +749.0% | +738.4% |
| All | +1,000.1% | +43.7% | +956.4% | +766.3% |
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