+28.6%
XHB vs EAT
+355.7%
-327.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.2% | -1.4% |
| 7D | -2.4% | -7.1% | +4.6% | -0.7% |
| 30D | +7.1% | -2.3% | +9.4% | +7.4% |
| 3M | -6.0% | -19.6% | +13.7% | -1.5% |
| 6M | +2.1% | +46.0% | -44.0% | -8.8% |
| YTD | -0.6% | +37.7% | -38.3% | -10.8% |
| 1Y | -3.3% | +73.8% | -77.1% | -18.7% |
| 3Y | +34.1% | +482.1% | -448.0% | -28.2% |
| 5Y | +28.6% | +362.5% | -333.9% | -31.4% |
| All | +28.6% | +355.7% | -327.1% | -31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling