+30.8%
XLV vs TROW
+11.3%
+19.4%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.1% |
| 7D | -3.6% | -3.2% | -0.4% | -2.8% |
| 30D | -1.8% | -4.6% | +2.8% | -0.8% |
| 3M | +7.8% | -0.7% | +8.4% | +7.7% |
| 6M | +9.1% | +22.2% | -13.1% | +3.9% |
| YTD | +7.7% | +6.6% | +1.1% | +5.6% |
| 1Y | +20.4% | +5.8% | +14.6% | +18.0% |
| 3Y | +30.8% | +11.6% | +19.2% | +22.7% |
| All | +30.8% | +11.3% | +19.4% | +22.7% |
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