-26.8%
FLUT vs PLUG
-25.0%
-1.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -10.5% | +9.5% | -0.4% |
| 7D | -0.7% | -23.4% | +22.8% | +0.8% |
| 30D | +9.3% | -23.4% | +32.7% | +10.8% |
| 3M | -17.5% | -51.7% | +34.3% | -14.0% |
| 6M | -14.6% | -72.0% | +57.4% | -8.4% |
| YTD | -62.3% | -43.7% | -18.6% | -61.7% |
| 1Y | -59.6% | -55.4% | -4.2% | -58.5% |
| 3Y | -45.3% | -68.0% | +22.7% | -46.4% |
| 5Y | -50.4% | -97.4% | +47.0% | -46.1% |
| All | -26.8% | -25.0% | -1.8% | -28.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling