+398.9%
FLEX vs PLUG
-99.1%
+498.0%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -7.5% | -6.1% | -12.7% |
| 7D | -28.3% | -4.9% | -23.4% | -27.8% |
| 30D | -45.0% | -27.4% | -17.6% | -42.8% |
| 3M | -45.2% | -35.7% | -9.5% | -42.2% |
| 6M | -30.8% | -59.3% | +28.5% | -23.2% |
| YTD | +10.4% | -31.5% | +41.9% | +13.8% |
| 1Y | +2.3% | -48.9% | +51.1% | +8.5% |
| 3Y | +238.9% | -79.6% | +318.5% | +248.3% |
| 5Y | +386.0% | -96.5% | +482.5% | +484.9% |
| 10Y | +551.1% | -4.9% | +556.0% | +357.4% |
| All | +398.9% | -99.1% | +498.0% | +295.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling