+484.1%
FLEX vs PLUG
-96.4%
+580.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +3.4% | +8.6% | +11.5% |
| 7D | -7.2% | +14.5% | -21.7% | -8.8% |
| 30D | -34.8% | -10.7% | -24.1% | -33.6% |
| 3M | -35.6% | -31.2% | -4.4% | -32.2% |
| 6M | -45.0% | -51.9% | +6.9% | -39.7% |
| YTD | +29.4% | -23.9% | +53.2% | +32.5% |
| 1Y | +24.8% | -43.4% | +68.2% | +31.8% |
| 3Y | +304.4% | -74.7% | +379.1% | +315.1% |
| 5Y | +484.1% | -96.3% | +580.4% | +743.9% |
| All | +484.1% | -96.4% | +580.4% | +743.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling