-63.2%
FLUT vs PLUG
-44.1%
-19.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.5% | -5.9% | -2.5% |
| 7D | +4.2% | +2.8% | +1.3% | +4.0% |
| 30D | +8.0% | -22.8% | +30.8% | +10.0% |
| 3M | -22.1% | -32.4% | +10.3% | -19.9% |
| 6M | -21.7% | -53.4% | +31.7% | -18.4% |
| YTD | -62.0% | -25.9% | -36.1% | -65.2% |
| 1Y | -63.2% | -42.1% | -21.1% | -64.0% |
| All | -63.2% | -44.1% | -19.1% | -64.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling