-9.3%
FLUT vs TROW
+130.0%
-139.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.2% |
| 7D | +0.4% | -3.2% | +3.6% | +1.3% |
| 30D | +2.5% | -4.6% | +7.1% | +3.8% |
| 3M | -9.2% | -0.7% | -8.6% | -9.3% |
| 6M | -8.2% | +22.2% | -30.4% | -13.1% |
| YTD | -53.2% | +6.6% | -59.9% | -54.1% |
| 1Y | -65.6% | +5.8% | -71.4% | -66.2% |
| 3Y | -43.6% | +11.6% | -55.2% | -45.8% |
| 5Y | -50.3% | -38.9% | -11.4% | -50.7% |
| All | -9.3% | +130.0% | -139.4% | -5.1% |
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 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