+167.7%
XLE vs EAT
+389.7%
-222.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | +2.2% | 0.0% | +2.2% | +2.2% |
| 30D | +11.8% | +1.9% | +9.9% | +11.1% |
| 3M | +9.8% | +68.7% | -58.8% | -2.0% |
| 6M | +15.6% | +66.9% | -51.3% | +2.2% |
| YTD | +45.3% | +60.4% | -15.2% | +28.9% |
| 1Y | +48.3% | +44.0% | +4.3% | +33.5% |
| 3Y | +55.4% | +604.7% | -549.2% | -7.4% |
| 5Y | +216.1% | +347.0% | -130.9% | +98.6% |
| All | +167.7% | +389.7% | -222.0% | +36.3% |
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