+2,054.3%
FLUT vs PLUG
-95.4%
+2,149.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.8% | -5.0% | -2.3% |
| 7D | -1.6% | -0.9% | -0.7% | -1.6% |
| 30D | +7.7% | +3.3% | +4.4% | +7.6% |
| 3M | -0.7% | -39.7% | +39.0% | +0.6% |
| 6M | -11.2% | -12.5% | +1.3% | -11.3% |
| YTD | -53.4% | +10.2% | -63.6% | -53.9% |
| 1Y | -65.8% | +50.7% | -116.5% | -66.5% |
| 3Y | -44.9% | -74.5% | +29.6% | -45.2% |
| 5Y | -49.7% | -91.8% | +42.1% | -49.2% |
| 10Y | -9.7% | +43.7% | -53.4% | -11.9% |
| All | +2,054.3% | -95.4% | +2,149.7% | +2,004.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling