-22.9%
FLUT vs PLUG
-2.2%
-20.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.7% | +4.3% | +3.7% |
| 7D | +4.5% | -6.8% | +11.4% | +4.9% |
| 30D | +9.2% | -16.0% | +25.3% | +10.2% |
| 3M | -13.7% | -38.7% | +25.1% | -11.3% |
| 6M | -9.0% | -61.4% | +52.3% | -4.3% |
| YTD | -60.2% | -31.0% | -29.3% | -60.1% |
| 1Y | -63.1% | -46.2% | -16.9% | -62.5% |
| 3Y | -42.5% | -61.5% | +19.0% | -44.2% |
| 5Y | -47.6% | -96.9% | +49.3% | -43.6% |
| 10Y | -22.9% | -7.5% | -15.4% | -25.1% |
| All | -22.9% | -2.2% | -20.7% | -25.1% |
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