+149.9%
XLE vs TER
+53.6%
+96.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.2% |
| 7D | -12.0% | -20.5% | +8.5% | -10.4% |
| 30D | -2.7% | -47.0% | +44.3% | +2.1% |
| 3M | +6.6% | -43.3% | +49.9% | +10.9% |
| 6M | +9.5% | -42.9% | +52.4% | +12.5% |
| YTD | +40.6% | +12.9% | +27.7% | +29.4% |
| 1Y | +43.6% | +18.2% | +25.4% | +31.0% |
| 3Y | +58.1% | +151.8% | -93.7% | +20.5% |
| All | +149.9% | +53.6% | +96.3% | +88.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling