+64.9%
XLC vs EAT
+498.6%
-433.7%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +3.9% | +2.6% |
| 7D | +7.1% | -3.9% | +11.0% | +7.5% |
| 30D | -2.7% | +5.0% | -7.7% | -3.3% |
| 3M | -3.2% | -9.6% | +6.4% | -2.5% |
| 6M | -7.7% | +46.8% | -54.4% | -12.2% |
| YTD | -8.0% | +41.8% | -49.8% | -12.7% |
| 1Y | -3.1% | +98.3% | -101.3% | -12.4% |
| 3Y | +64.9% | +503.1% | -438.2% | +34.9% |
| All | +64.9% | +498.6% | -433.7% | +34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling