+823.0%
XLB vs EAT
+2,467.3%
-1,644.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.0% |
| 7D | 0.0% | -7.1% | +7.1% | +1.5% |
| 30D | +5.3% | -2.3% | +7.6% | +5.5% |
| 3M | 0.0% | -19.6% | +19.6% | +4.0% |
| 6M | +1.2% | +46.0% | -44.8% | -7.7% |
| YTD | +16.9% | +37.7% | -20.8% | +6.7% |
| 1Y | +20.9% | +73.8% | -52.9% | +4.8% |
| 3Y | +43.3% | +482.1% | -438.7% | -8.4% |
| 5Y | +28.3% | +362.5% | -334.2% | -17.8% |
| 10Y | +165.3% | +319.3% | -154.0% | +47.2% |
| All | +823.0% | +2,467.3% | -1,644.3% | +172.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling