+988.3%
XLE vs EAT
+2,583.7%
-1,595.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.8% | +0.5% |
| 7D | -12.0% | -2.6% | -9.4% | -11.6% |
| 30D | -2.7% | +11.5% | -14.2% | -5.2% |
| 3M | +6.6% | -9.1% | +15.7% | +7.6% |
| 6M | +9.5% | +40.4% | -30.9% | +0.5% |
| YTD | +40.6% | +43.9% | -3.4% | +26.8% |
| 1Y | +43.6% | +101.9% | -58.3% | +20.1% |
| 3Y | +58.1% | +489.9% | -431.8% | +0.7% |
| 5Y | +152.2% | +362.6% | -210.5% | +60.2% |
| 10Y | +172.9% | +385.7% | -212.7% | +48.3% |
| All | +988.3% | +2,583.7% | -1,595.3% | +296.2% |
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