+25.0%
FLEX vs TROW
+17.3%
+7.7%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +6.0% | -18.3% | -15.2% |
| 7D | -17.0% | +8.2% | -25.2% | -20.7% |
| 30D | -33.8% | +8.3% | -42.2% | -36.8% |
| 3M | -39.0% | -1.6% | -37.5% | -38.4% |
| 6M | -15.9% | +11.9% | -27.8% | -23.7% |
| YTD | +27.8% | +14.3% | +13.5% | +10.2% |
| 1Y | +25.0% | +17.0% | +8.0% | +4.0% |
| All | +25.0% | +17.3% | +7.7% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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