+161.9%
XLE vs TER
+88.3%
+73.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.3% | -6.4% | +1.2% |
| 7D | -0.2% | +5.9% | -6.1% | -0.9% |
| 30D | -4.0% | -30.8% | +26.8% | -1.5% |
| 3M | +4.6% | -29.9% | +34.6% | +6.9% |
| 6M | +12.3% | -27.5% | +39.8% | +12.9% |
| YTD | +44.5% | +37.5% | +7.1% | +30.8% |
| 1Y | +42.4% | +50.3% | -7.8% | +27.0% |
| 3Y | +67.0% | +204.9% | -137.9% | +25.5% |
| 5Y | +161.9% | +89.2% | +72.8% | +94.7% |
| All | +161.9% | +88.3% | +73.6% | +94.7% |
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