+663.2%
FLEX vs PLUG
-91.8%
+755.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.8% | -1.3% | +1.1% |
| 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% | -27.0% |
| 6M | +71.3% | -12.5% | +83.8% | +73.0% |
| YTD | +81.2% | +10.2% | +71.1% | +76.5% |
| 1Y | +98.5% | +50.7% | +47.8% | +80.9% |
| 3Y | +428.2% | -74.5% | +502.7% | +449.7% |
| All | +663.2% | -91.8% | +755.0% | +806.2% |
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