+54.7%
XLE vs EAT
+657.6%
-602.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -0.9% |
| 7D | +2.2% | 0.0% | +2.2% | +2.2% |
| 30D | +11.8% | +1.9% | +9.9% | +11.6% |
| 3M | +9.8% | +68.7% | -58.8% | +6.4% |
| 6M | +15.6% | +66.9% | -51.3% | +11.5% |
| YTD | +45.3% | +60.4% | -15.2% | +40.3% |
| 1Y | +48.3% | +44.0% | +4.3% | +45.0% |
| All | +54.7% | +657.6% | -602.8% | +35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling