+9.9%
FOXA vs PLUG
+50.7%
-40.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.0% | +1.9% | -2.0% |
| 7D | -5.4% | +3.8% | -9.2% | -5.6% |
| 30D | +1.1% | +2.8% | -1.7% | +1.0% |
| 3M | -6.1% | -25.4% | +19.3% | -5.1% |
| 6M | +8.2% | -0.5% | +8.7% | +8.0% |
| YTD | -11.8% | +10.2% | -21.9% | -12.4% |
| 1Y | +9.9% | +53.9% | -44.0% | +8.9% |
| All | +9.9% | +50.7% | -40.8% | +8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling