-44.4%
FLUT vs PLUG
-59.1%
+14.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -8.7% | +9.3% | +1.0% |
| 7D | -1.5% | -2.8% | +1.4% | -1.4% |
| 30D | +3.4% | -18.5% | +21.9% | +4.3% |
| 3M | -12.5% | -35.1% | +22.6% | -10.7% |
| 6M | -18.5% | -56.1% | +37.6% | -15.7% |
| YTD | -61.6% | -30.5% | -31.2% | -61.7% |
| 1Y | -64.1% | -46.5% | -17.6% | -63.7% |
| All | -44.4% | -59.1% | +14.7% | -45.3% |
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