+43.9%
XLB vs EAT
+507.6%
-463.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.1% | -0.4% |
| 7D | -1.5% | -2.6% | +1.1% | -1.2% |
| 30D | +6.1% | +11.5% | -5.4% | +4.6% |
| 3M | 0.0% | -9.1% | +9.1% | +0.8% |
| 6M | 0.0% | +40.4% | -40.5% | -4.8% |
| YTD | +16.0% | +43.9% | -27.9% | +9.6% |
| 1Y | +24.7% | +101.9% | -77.2% | +12.3% |
| All | +43.9% | +507.6% | -463.6% | +8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling