-46.7%
PLUG vs FCUV
-98.0%
+51.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | +4.6% | -13.6% | -9.0% |
| 7D | -3.2% | -15.3% | +12.1% | -3.2% |
| 30D | -18.7% | -29.7% | +11.0% | -18.8% |
| 3M | -35.3% | -54.5% | +19.2% | -35.4% |
| 6M | -56.2% | -26.7% | -29.5% | -55.5% |
| YTD | -30.7% | -91.0% | +60.2% | -15.6% |
| 1Y | -46.7% | -98.0% | +51.3% | -25.8% |
| All | -46.7% | -98.0% | +51.3% | -25.8% |
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 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