+174.3%
XLE vs TER
+1,661.5%
-1,487.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.5% | -6.4% | -1.8% |
| 7D | +2.2% | +0.6% | +1.6% | +2.0% |
| 30D | +11.8% | -8.3% | +20.1% | +13.1% |
| 3M | +9.8% | -12.2% | +22.0% | +9.6% |
| 6M | +15.6% | +17.1% | -1.5% | +5.8% |
| YTD | +45.3% | +84.7% | -39.4% | +18.7% |
| 1Y | +48.3% | +199.9% | -151.6% | +6.2% |
| 3Y | +55.4% | +232.8% | -177.3% | +1.5% |
| 5Y | +216.1% | +198.6% | +17.5% | +100.0% |
| All | +174.3% | +1,661.5% | -1,487.2% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 TER 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