+889.2%
XLV vs TROW
+1,155.2%
-266.0%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.1% |
| 7D | -3.6% | -3.2% | -0.4% | -2.7% |
| 30D | -1.8% | -4.6% | +2.8% | -0.5% |
| 3M | +7.8% | -0.7% | +8.4% | +7.8% |
| 6M | +9.1% | +22.2% | -13.1% | +2.9% |
| YTD | +7.7% | +6.6% | +1.1% | +5.2% |
| 1Y | +20.4% | +5.8% | +14.6% | +17.6% |
| 3Y | +30.8% | +11.6% | +19.2% | +23.8% |
| 5Y | +34.6% | -38.9% | +73.6% | +46.8% |
| 10Y | +173.4% | +128.5% | +44.8% | +101.7% |
| All | +889.2% | +1,155.2% | -266.0% | +288.5% |
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