+167.9%
XLB vs EAT
+321.8%
-153.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.9% | +0.5% |
| 7D | +0.5% | -5.9% | +6.4% | +1.5% |
| 30D | +6.9% | +0.7% | +6.3% | +6.5% |
| 3M | -0.2% | -14.2% | +14.1% | +1.8% |
| 6M | +3.3% | +40.7% | -37.4% | -3.7% |
| YTD | +18.0% | +36.0% | -17.9% | +9.8% |
| 1Y | +24.2% | +83.1% | -58.8% | +9.3% |
| 3Y | +44.7% | +474.8% | -430.1% | -0.4% |
| 5Y | +31.6% | +347.6% | -316.0% | -8.9% |
| All | +167.9% | +321.8% | -153.9% | +65.3% |
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