+99.4%
XBI vs TROW
+11.3%
+88.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.2% |
| 7D | -4.6% | -3.2% | -1.5% | -3.1% |
| 30D | -2.0% | -4.6% | +2.6% | +0.4% |
| 3M | +17.8% | -0.7% | +18.4% | +17.7% |
| 6M | +23.7% | +22.2% | +1.5% | +11.5% |
| YTD | +28.2% | +6.6% | +21.6% | +22.8% |
| 1Y | +64.0% | +5.8% | +58.1% | +57.3% |
| 3Y | +99.4% | +11.6% | +87.8% | +65.4% |
| All | +99.4% | +11.3% | +88.1% | +65.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling