-26.5%
PLUG vs FCUV
-98.2%
+71.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +136.0% | -146.5% | -10.9% |
| 7D | -23.4% | +148.8% | -172.2% | -23.8% |
| 30D | -23.4% | +95.0% | -118.5% | -23.8% |
| 3M | -51.7% | +27.8% | -79.5% | -52.0% |
| 6M | -72.0% | +121.0% | -192.9% | -72.8% |
| YTD | -43.7% | -78.1% | +34.5% | -44.5% |
| 1Y | -55.4% | -94.3% | +38.8% | -55.7% |
| 3Y | -68.0% | -98.9% | +30.9% | -68.3% |
| 5Y | -97.4% | -99.7% | +2.3% | -97.4% |
| All | -26.5% | -98.2% | +71.7% | -22.7% |
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 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