+163.9%
XLE vs TER
+993.6%
-829.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.7% | +0.5% |
| 7D | -6.7% | -8.9% | +2.2% | -5.5% |
| 30D | -4.4% | -39.1% | +34.6% | +3.3% |
| 3M | +4.0% | -32.8% | +36.7% | +9.5% |
| 6M | +13.2% | -31.7% | +44.9% | +15.6% |
| YTD | +41.9% | +26.9% | +15.0% | +22.3% |
| 1Y | +41.6% | +33.6% | +8.1% | +20.1% |
| 3Y | +64.0% | +181.5% | -117.5% | +6.8% |
| 5Y | +158.1% | +76.1% | +82.0% | +82.5% |
| 10Y | +163.9% | +1,006.2% | -842.3% | +17.6% |
| All | +163.9% | +993.6% | -829.6% | +17.6% |
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