-61.0%
PLUG vs FCUV
-97.9%
+36.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.9% | +10.3% | +7.4% |
| 7D | +5.8% | -13.0% | +18.8% | +5.9% |
| 30D | -18.5% | -36.9% | +18.4% | -18.4% |
| 3M | -30.0% | -65.3% | +35.4% | -29.9% |
| 6M | -56.2% | -32.9% | -23.3% | -57.1% |
| YTD | -26.4% | -91.2% | +64.8% | -27.1% |
| 1Y | -42.2% | -98.2% | +56.0% | -42.3% |
| 3Y | -76.8% | -99.6% | +22.8% | -77.0% |
| 5Y | -96.2% | -99.9% | +3.6% | -96.2% |
| 10Y | +2.1% | -99.3% | +101.4% | +9.1% |
| All | -61.0% | -97.9% | +36.8% | -58.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling