+147.5%
XEL vs EAT
+379.9%
-232.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | -1.2% | -6.2% | +5.0% | -0.9% |
| 30D | -2.9% | -3.0% | +0.1% | -2.8% |
| 3M | -2.7% | +45.6% | -48.4% | -4.9% |
| 6M | -6.5% | +53.5% | -60.1% | -9.1% |
| YTD | +3.6% | +49.6% | -46.0% | +0.7% |
| 1Y | +7.5% | +38.9% | -31.4% | +4.8% |
| 3Y | +46.3% | +589.7% | -543.3% | +26.9% |
| 5Y | +30.5% | +318.7% | -288.1% | +14.9% |
| All | +147.5% | +379.9% | -232.3% | +96.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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