-5.8%
XLC vs EAT
+109.8%
-115.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.3% | -2.8% | +3.2% |
| 7D | +1.8% | -0.1% | +1.9% | +1.7% |
| 30D | -6.0% | +13.5% | -19.5% | -6.4% |
| 3M | -6.0% | +1.0% | -7.0% | -6.2% |
| 6M | -9.1% | +57.3% | -66.3% | -11.0% |
| YTD | -10.0% | +53.6% | -63.6% | -11.8% |
| 1Y | -5.8% | +110.8% | -116.6% | -9.5% |
| All | -5.8% | +109.8% | -115.6% | -9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling