+135.8%
XLC vs EAT
+316.2%
-180.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | +0.3% |
| 7D | +3.5% | -8.9% | +12.4% | +4.9% |
| 30D | -2.6% | +3.4% | -6.0% | -3.3% |
| 3M | -2.1% | -9.3% | +7.2% | -1.2% |
| 6M | -5.5% | +43.8% | -49.3% | -11.7% |
| YTD | -6.9% | +39.9% | -46.8% | -13.4% |
| 1Y | -3.7% | +89.7% | -93.4% | -15.0% |
| 3Y | +64.2% | +491.3% | -427.1% | +16.3% |
| 5Y | +43.0% | +365.4% | -322.4% | +1.7% |
| All | +135.8% | +316.2% | -180.4% | +64.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling