-71.6%
FLNC vs TROW
-35.1%
-36.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.6% | +3.8% |
| 7D | -4.1% | -3.2% | -0.9% | -0.6% |
| 30D | -24.8% | -4.6% | -20.2% | -20.8% |
| 3M | -59.1% | -0.7% | -58.5% | -59.4% |
| 6M | -42.0% | +22.2% | -64.2% | -54.4% |
| YTD | -49.8% | +6.6% | -56.4% | -53.1% |
| 1Y | +43.1% | +5.8% | +37.3% | +36.3% |
| 3Y | -61.0% | +11.6% | -72.6% | -65.5% |
| All | -71.6% | -35.1% | -36.5% | -43.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling