+94.4%
FOXA vs PLUG
-32.6%
+127.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +7.4% | -8.9% | -2.0% |
| 7D | +5.4% | +5.8% | -0.5% | +5.0% |
| 30D | +6.3% | -18.5% | +24.8% | +7.6% |
| 3M | +8.3% | -30.0% | +38.3% | +10.6% |
| 6M | +7.6% | -56.2% | +63.8% | +12.8% |
| YTD | -7.9% | -26.4% | +18.4% | -7.7% |
| 1Y | +2.4% | -42.2% | +44.6% | +4.1% |
| 3Y | +120.3% | -76.8% | +197.2% | +121.0% |
| 5Y | +71.0% | -96.2% | +167.2% | +92.5% |
| All | +94.4% | -32.6% | +127.0% | +30.3% |
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 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