-96.5%
PLUG vs FCUV
-99.9%
+3.4%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.9% | +10.3% | +7.5% |
| 7D | +5.8% | -13.0% | +18.8% | +6.1% |
| 30D | -18.5% | -36.9% | +18.4% | -17.8% |
| 3M | -30.0% | -65.3% | +35.4% | -29.7% |
| 6M | -56.2% | -32.9% | -23.3% | -59.8% |
| YTD | -26.4% | -91.2% | +64.8% | -22.3% |
| 1Y | -42.2% | -98.2% | +56.0% | -30.0% |
| 3Y | -76.8% | -99.6% | +22.8% | -69.8% |
| All | -96.5% | -99.9% | +3.4% | -94.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling