+725.7%
FLEX vs TROW
-38.1%
+763.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.5% |
| 7D | +6.4% | -1.5% | +7.9% | +7.3% |
| 30D | -5.9% | -5.3% | -0.6% | -2.8% |
| 3M | -23.5% | +2.9% | -26.4% | -25.6% |
| 6M | +83.7% | +22.2% | +61.5% | +61.6% |
| YTD | +86.5% | +8.1% | +78.4% | +76.1% |
| 1Y | +100.5% | +5.8% | +94.7% | +91.2% |
| 3Y | +469.8% | +14.0% | +455.8% | +412.8% |
| 5Y | +725.7% | -38.3% | +763.9% | +876.2% |
| All | +725.7% | -38.1% | +763.7% | +876.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling