+820.5%
XLB vs EAT
+2,890.9%
-2,070.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | -1.4% | 0.0% | -1.4% | -1.4% |
| 30D | -0.4% | +1.9% | -2.3% | -1.0% |
| 3M | +2.0% | +68.7% | -66.7% | -9.1% |
| 6M | +1.8% | +66.9% | -65.1% | -9.9% |
| YTD | +16.6% | +60.4% | -43.8% | +3.7% |
| 1Y | +16.9% | +44.0% | -27.1% | +5.7% |
| 3Y | +32.6% | +604.7% | -572.1% | -18.4% |
| 5Y | +35.6% | +347.0% | -311.4% | -12.2% |
| 10Y | +160.0% | +390.8% | -230.7% | +40.2% |
| All | +820.5% | +2,890.9% | -2,070.4% | +164.5% |
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 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