+37.8%
XLC vs EAT
+326.5%
-288.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | +0.1% |
| 7D | +0.6% | -4.9% | +5.5% | +1.4% |
| 30D | +0.2% | -1.2% | +1.4% | +0.2% |
| 3M | +0.6% | +52.2% | -51.6% | -7.0% |
| 6M | -4.5% | +65.0% | -69.5% | -13.7% |
| YTD | -4.7% | +55.0% | -59.7% | -13.3% |
| 1Y | -1.7% | +42.1% | -43.7% | -9.4% |
| 3Y | +72.3% | +614.7% | -542.4% | +6.7% |
| 5Y | +37.8% | +322.7% | -285.0% | -12.8% |
| All | +37.8% | +326.5% | -288.7% | -12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling