+250.2%
XLI vs EAT
+379.9%
-129.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -2.3% | -6.2% | +3.9% | -1.2% |
| 30D | -8.2% | -3.0% | -5.1% | -7.9% |
| 3M | +0.8% | +45.6% | -44.9% | -6.3% |
| 6M | +0.8% | +53.5% | -52.7% | -7.8% |
| YTD | +10.5% | +49.6% | -39.1% | +1.3% |
| 1Y | +14.1% | +38.9% | -24.8% | +5.3% |
| 3Y | +68.6% | +589.7% | -521.1% | +11.2% |
| 5Y | +80.4% | +318.7% | -238.3% | +25.3% |
| All | +250.2% | +379.9% | -129.7% | +114.2% |
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 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