+142.5%
XLC vs EAT
+377.3%
-234.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.3% |
| 7D | -0.8% | 0.0% | -0.9% | -0.9% |
| 30D | +1.0% | +1.9% | -0.8% | +0.5% |
| 3M | -0.7% | +68.7% | -69.4% | -9.0% |
| 6M | -5.1% | +66.9% | -72.0% | -13.5% |
| YTD | -4.3% | +60.4% | -64.7% | -12.5% |
| 1Y | -0.6% | +44.0% | -44.6% | -7.9% |
| 3Y | +72.7% | +604.7% | -532.0% | +19.2% |
| 5Y | +38.0% | +347.0% | -309.0% | -1.3% |
| All | +142.5% | +377.3% | -234.9% | +66.7% |
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