+17.2%
XLI vs EAT
+37.5%
-20.3%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.4% |
| 7D | -1.1% | 0.0% | -1.1% | -1.1% |
| 30D | -5.9% | +1.9% | -7.8% | -6.2% |
| 3M | -0.3% | +68.7% | -68.9% | -5.5% |
| 6M | +0.1% | +66.9% | -66.8% | -4.8% |
| YTD | +13.6% | +60.4% | -46.8% | +8.3% |
| 1Y | +17.2% | +44.0% | -26.8% | +13.3% |
| All | +17.2% | +37.5% | -20.3% | +13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling