+241.2%
FLEX vs PLUG
-79.9%
+321.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -7.5% | -6.1% | -12.8% |
| 7D | -28.3% | -4.9% | -23.4% | -27.9% |
| 30D | -45.0% | -27.4% | -17.6% | -43.1% |
| 3M | -45.2% | -35.7% | -9.5% | -42.7% |
| 6M | -30.8% | -59.3% | +28.5% | -24.9% |
| YTD | +10.4% | -31.5% | +41.9% | +14.4% |
| 1Y | +2.3% | -48.9% | +51.1% | +7.8% |
| All | +241.2% | -79.9% | +321.1% | +245.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling