+218.0%
XLE vs TER
+197.9%
+20.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.5% | -6.4% | -1.3% |
| 7D | +2.2% | +0.6% | +1.6% | +2.1% |
| 30D | +11.8% | -8.3% | +20.1% | +12.4% |
| 3M | +9.8% | -12.2% | +22.0% | +9.8% |
| 6M | +15.6% | +17.1% | -1.5% | +10.2% |
| YTD | +45.3% | +84.7% | -39.4% | +29.4% |
| 1Y | +48.3% | +199.9% | -151.6% | +22.0% |
| 3Y | +55.4% | +232.8% | -177.3% | +19.7% |
| All | +218.0% | +197.9% | +20.1% | +145.9% |
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