+97.5%
FOXA vs PLUG
-30.2%
+127.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.4% | -1.9% | +1.3% |
| 7D | +7.9% | +14.5% | -6.6% | +6.9% |
| 30D | +8.5% | -10.7% | +19.2% | +9.2% |
| 3M | +6.2% | -31.2% | +37.4% | +8.5% |
| 6M | +8.0% | -51.9% | +59.9% | +12.6% |
| YTD | -6.5% | -23.9% | +17.4% | -6.4% |
| 1Y | +3.6% | -43.4% | +47.0% | +5.5% |
| 3Y | +136.0% | -74.7% | +210.7% | +135.0% |
| 5Y | +77.7% | -96.3% | +174.0% | +100.6% |
| All | +97.5% | -30.2% | +127.7% | +32.1% |
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