+149.7%
XBI vs TROW
+130.0%
+19.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.2% |
| 7D | -4.6% | -3.2% | -1.5% | -2.9% |
| 30D | -2.0% | -4.6% | +2.6% | +0.6% |
| 3M | +17.8% | -0.7% | +18.4% | +17.8% |
| 6M | +23.7% | +22.2% | +1.5% | +10.5% |
| YTD | +28.2% | +6.6% | +21.6% | +22.6% |
| 1Y | +64.0% | +5.8% | +58.1% | +57.0% |
| 3Y | +99.4% | +11.6% | +87.8% | +81.4% |
| 5Y | +19.3% | -38.9% | +58.3% | +46.5% |
| All | +149.7% | +130.0% | +19.7% | +40.1% |
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