+163.9%
XLE vs EAT
+375.0%
-211.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.8% |
| 7D | -7.9% | -3.9% | -4.0% | -7.3% |
| 30D | -4.8% | +5.0% | -9.8% | -6.1% |
| 3M | +8.4% | -9.6% | +18.0% | +9.5% |
| 6M | +12.7% | +46.8% | -34.1% | +2.4% |
| YTD | +41.3% | +41.8% | -0.5% | +27.6% |
| 1Y | +42.3% | +98.3% | -56.0% | +18.7% |
| 3Y | +65.1% | +503.1% | -438.0% | +1.2% |
| 5Y | +150.2% | +356.7% | -206.5% | +54.4% |
| 10Y | +163.9% | +349.8% | -185.9% | +36.7% |
| All | +163.9% | +375.0% | -211.1% | +36.7% |
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 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