+167.2%
XLE vs TER
+897.7%
-730.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.5% |
| 7D | -12.0% | -20.5% | +8.5% | -8.6% |
| 30D | -2.7% | -47.0% | +44.3% | +7.7% |
| 3M | +6.6% | -43.3% | +49.9% | +15.7% |
| 6M | +9.5% | -42.9% | +52.4% | +15.7% |
| YTD | +40.6% | +12.9% | +27.7% | +23.8% |
| 1Y | +43.6% | +18.2% | +25.4% | +24.6% |
| 3Y | +58.1% | +151.8% | -93.7% | +5.0% |
| 5Y | +152.2% | +54.2% | +98.0% | +83.1% |
| All | +167.2% | +897.7% | -730.5% | +22.3% |
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