-25.6%
FLUT vs PLUG
+9.2%
-34.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -9.0% | +9.6% | +1.2% |
| 7D | -1.5% | -3.2% | +1.7% | -1.4% |
| 30D | +3.4% | -18.7% | +22.2% | +4.5% |
| 3M | -12.5% | -35.3% | +22.8% | -10.3% |
| 6M | -18.5% | -56.2% | +37.8% | -15.0% |
| YTD | -61.6% | -30.7% | -30.9% | -61.5% |
| 1Y | -64.1% | -46.7% | -17.4% | -63.4% |
| 3Y | -44.5% | -61.3% | +16.9% | -46.1% |
| 5Y | -51.3% | -96.6% | +45.3% | -47.8% |
| 10Y | -25.6% | +1.1% | -26.7% | -25.5% |
| All | -25.6% | +9.2% | -34.8% | -25.5% |
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