+159.8%
XLB vs TROW
+130.0%
+29.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.5% | +0.9% |
| 7D | -2.8% | -3.2% | +0.3% | -1.4% |
| 30D | -3.1% | -4.6% | +1.5% | -1.0% |
| 3M | -0.2% | -0.7% | +0.5% | -0.2% |
| 6M | +3.1% | +22.2% | -19.1% | -6.6% |
| YTD | +13.3% | +6.6% | +6.6% | +8.9% |
| 1Y | +12.0% | +5.8% | +6.2% | +7.9% |
| 3Y | +31.4% | +11.6% | +19.8% | +20.6% |
| 5Y | +33.9% | -38.9% | +72.9% | +59.6% |
| All | +159.8% | +130.0% | +29.8% | +74.6% |
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