+1,115.5%
FLEX vs TROW
+130.0%
+985.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.2% | +8.4% | +7.9% |
| 7D | +5.7% | -3.2% | +8.9% | +7.9% |
| 30D | -7.0% | -4.6% | -2.4% | -4.3% |
| 3M | -23.8% | -0.7% | -23.2% | -24.4% |
| 6M | +82.6% | +22.2% | +60.4% | +59.6% |
| YTD | +91.6% | +6.6% | +85.0% | +82.1% |
| 1Y | +100.6% | +5.8% | +94.7% | +91.0% |
| 3Y | +479.8% | +11.6% | +468.2% | +427.1% |
| 5Y | +746.5% | -38.9% | +785.4% | +992.6% |
| All | +1,115.5% | +130.0% | +985.5% | +767.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling