+233.4%
XHB vs EAT
+320.8%
-87.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.4% | +0.6% |
| 7D | -0.2% | -4.0% | +3.8% | +0.8% |
| 30D | +9.9% | -2.9% | +12.8% | +10.4% |
| 3M | -6.3% | -16.9% | +10.6% | -2.5% |
| 6M | +3.8% | +57.0% | -53.1% | -9.0% |
| YTD | +0.1% | +38.2% | -38.1% | -10.4% |
| 1Y | -0.8% | +69.3% | -70.1% | -16.1% |
| 3Y | +35.6% | +483.0% | -447.4% | -22.4% |
| 5Y | +29.6% | +364.1% | -334.6% | -25.0% |
| All | +233.4% | +320.8% | -87.4% | +60.6% |
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