-52.0%
FLUT vs PLUG
-78.4%
+26.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +7.4% | -8.9% | -1.9% |
| 7D | -1.1% | +5.8% | -6.9% | -1.4% |
| 30D | +7.7% | -18.5% | +26.3% | +8.7% |
| 3M | -12.2% | -30.0% | +17.8% | -10.7% |
| 6M | -17.6% | -56.2% | +38.6% | -14.6% |
| YTD | -62.0% | -26.4% | -35.6% | -62.2% |
| 1Y | -62.3% | -42.2% | -20.0% | -62.0% |
| 3Y | -52.0% | -76.8% | +24.9% | -51.4% |
| All | -52.0% | -78.4% | +26.4% | -51.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling