+256.8%
FLEX vs PLUG
-78.4%
+335.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +7.4% | -2.8% | +3.8% |
| 7D | -19.3% | +5.8% | -25.2% | -19.8% |
| 30D | -41.5% | -18.5% | -23.0% | -40.2% |
| 3M | -43.1% | -30.0% | -13.2% | -41.0% |
| 6M | -48.2% | -56.2% | +8.0% | -44.2% |
| YTD | +15.5% | -26.4% | +41.9% | +18.7% |
| 1Y | +10.2% | -42.2% | +52.4% | +15.0% |
| 3Y | +256.8% | -76.8% | +333.6% | +259.0% |
| All | +256.8% | -78.4% | +335.2% | +259.0% |
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