-55.2%
FLNC vs TROW
+2.5%
-57.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.2% | -4.1% | -4.2% |
| 7D | -5.0% | -3.0% | -2.0% | -3.6% |
| 30D | -26.1% | -5.5% | -20.6% | -24.1% |
| 3M | -55.2% | +2.3% | -57.4% | -56.0% |
| All | -55.2% | +2.5% | -57.7% | -56.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling