+2,067.0%
FLUT vs TROW
+1,720.4%
+346.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | +3.8% | +0.4% | +3.4% | +3.8% |
| 30D | +6.3% | -4.0% | +10.3% | +6.8% |
| 3M | -4.0% | +5.0% | -9.1% | -4.6% |
| 6M | -10.3% | +24.3% | -34.6% | -12.5% |
| YTD | -53.2% | +9.8% | -62.9% | -53.7% |
| 1Y | -65.0% | +6.4% | -71.5% | -65.3% |
| 3Y | -43.9% | +15.8% | -59.7% | -45.0% |
| 5Y | -49.2% | -37.3% | -12.0% | -48.9% |
| 10Y | -9.2% | +130.6% | -139.8% | -12.9% |
| All | +2,067.0% | +1,720.4% | +346.6% | +2,075.9% |
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