+164.5%
XLB vs EAT
+370.1%
-205.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.2% | -0.5% |
| 7D | -2.9% | -6.8% | +3.8% | -1.8% |
| 30D | -3.4% | -5.4% | +2.0% | -2.7% |
| 3M | +1.6% | +42.8% | -41.2% | -4.9% |
| 6M | +3.6% | +56.5% | -52.9% | -5.3% |
| YTD | +14.2% | +50.0% | -35.8% | +4.9% |
| 1Y | +15.6% | +38.3% | -22.7% | +7.1% |
| 3Y | +33.1% | +591.6% | -558.5% | -11.2% |
| 5Y | +35.0% | +312.6% | -277.6% | -5.0% |
| 10Y | +164.5% | +381.4% | -216.9% | +60.5% |
| All | +164.5% | +370.1% | -205.5% | +60.5% |
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