+134.0%
XLC vs EAT
+304.6%
-170.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.5% | +1.0% |
| 7D | +6.2% | -5.9% | +12.1% | +7.2% |
| 30D | -2.4% | +0.7% | -3.0% | -2.7% |
| 3M | -3.3% | -14.2% | +10.9% | -1.6% |
| 6M | -7.3% | +40.7% | -48.0% | -13.2% |
| YTD | -7.6% | +36.0% | -43.6% | -13.7% |
| 1Y | -3.7% | +83.1% | -86.7% | -14.5% |
| 3Y | +62.9% | +474.8% | -411.9% | +15.9% |
| 5Y | +41.6% | +347.6% | -305.9% | +1.3% |
| All | +134.0% | +304.6% | -170.6% | +64.4% |
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