+149.9%
XLE vs EAT
+361.6%
-211.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.8% | +0.2% |
| 7D | -12.0% | -2.6% | -9.4% | -11.8% |
| 30D | -2.7% | +11.5% | -14.2% | -3.7% |
| 3M | +6.6% | -9.1% | +15.7% | +7.1% |
| 6M | +9.5% | +40.4% | -30.9% | +5.6% |
| YTD | +40.6% | +43.9% | -3.4% | +34.4% |
| 1Y | +43.6% | +101.9% | -58.3% | +31.6% |
| 3Y | +58.1% | +489.9% | -431.8% | +26.3% |
| All | +149.9% | +361.6% | -211.7% | +108.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling