+136.0%
XLC vs EAT
+311.2%
-175.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | +3.7% | -4.0% | +7.7% | +4.3% |
| 30D | -1.9% | -2.9% | +1.0% | -1.7% |
| 3M | -3.1% | -16.9% | +13.8% | -0.8% |
| 6M | -6.4% | +57.0% | -63.3% | -13.7% |
| YTD | -6.8% | +38.2% | -45.0% | -13.1% |
| 1Y | -1.7% | +69.3% | -71.0% | -11.6% |
| 3Y | +64.7% | +483.0% | -418.3% | +16.9% |
| 5Y | +41.1% | +364.1% | -323.1% | +0.4% |
| All | +136.0% | +311.2% | -175.2% | +65.4% |
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