+90.8%
FOXA vs PLUG
+0.9%
+89.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.8% | -6.2% | -3.6% |
| 7D | -4.0% | -0.9% | -3.0% | -3.9% |
| 30D | +12.0% | +3.3% | +8.6% | +11.6% |
| 3M | +0.3% | -39.7% | +40.0% | +3.3% |
| 6M | +12.5% | -12.5% | +25.0% | +12.4% |
| YTD | -9.6% | +10.2% | -19.8% | -11.6% |
| 1Y | +8.6% | +50.7% | -42.1% | +2.3% |
| 3Y | +118.5% | -74.5% | +193.0% | +119.5% |
| 5Y | +88.8% | -91.8% | +180.5% | +100.5% |
| All | +90.8% | +0.9% | +89.9% | +24.8% |
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