-42.1%
PLUG vs FCUV
-98.1%
+56.0%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -7.5% | +11.1% | +3.5% |
| 7D | +2.8% | -8.6% | +11.4% | +2.8% |
| 30D | -22.8% | -25.9% | +3.2% | -22.8% |
| 3M | -32.4% | -69.8% | +37.4% | -32.4% |
| 6M | -53.4% | -31.6% | -21.7% | -51.8% |
| YTD | -25.9% | -90.1% | +64.2% | -10.2% |
| 1Y | -42.1% | -98.0% | +55.9% | -19.7% |
| All | -42.1% | -98.1% | +56.0% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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