+58.4%
PLUG vs FCUV
-98.6%
+157.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -7.0% | +3.0% | -4.0% |
| 7D | +3.8% | -63.8% | +67.6% | +4.1% |
| 30D | +2.8% | -14.7% | +17.5% | +2.6% |
| 3M | -25.4% | +65.3% | -90.7% | -27.3% |
| 6M | -0.5% | -68.5% | +68.0% | -2.1% |
| YTD | +10.2% | -83.0% | +93.2% | +8.7% |
| 1Y | +53.9% | -94.4% | +148.3% | +52.9% |
| 3Y | -72.7% | -99.3% | +26.5% | -72.9% |
| 5Y | -91.4% | -99.9% | +8.5% | -91.5% |
| 10Y | +58.4% | -98.6% | +157.0% | +66.8% |
| All | +58.4% | -98.6% | +157.0% | +66.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling