-59.7%
PLUG vs FCUV
-97.9%
+38.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.6% | +5.1% | +3.5% |
| 7D | +14.5% | -15.4% | +29.9% | +14.6% |
| 30D | -10.7% | -32.9% | +22.1% | -10.6% |
| 3M | -31.2% | -46.2% | +15.0% | -31.2% |
| 6M | -51.9% | -30.0% | -21.9% | -52.9% |
| YTD | -23.9% | -91.4% | +67.5% | -24.6% |
| 1Y | -43.4% | -98.1% | +54.7% | -43.5% |
| 3Y | -74.7% | -99.6% | +24.9% | -74.8% |
| 5Y | -96.3% | -99.9% | +3.6% | -96.3% |
| 10Y | +20.0% | -99.3% | +119.3% | +28.2% |
| All | -59.7% | -97.9% | +38.2% | -57.3% |
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