+246.5%
XLF vs TER
+1,841.7%
-1,595.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.2% | +0.4% |
| 7D | -2.9% | +9.4% | -12.3% | -4.7% |
| 30D | -1.6% | -2.4% | +0.8% | -1.6% |
| 3M | +9.3% | +6.5% | +2.7% | +4.7% |
| 6M | +14.6% | +23.2% | -8.6% | +3.5% |
| YTD | +4.7% | +91.5% | -86.7% | -16.2% |
| 1Y | +8.6% | +214.8% | -206.2% | -24.9% |
| 3Y | +73.9% | +275.3% | -201.5% | +6.5% |
| 5Y | +65.0% | +211.9% | -146.9% | +1.4% |
| All | +246.5% | +1,841.7% | -1,595.2% | +12.0% |
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