+226.1%
XLI vs EAT
+320.8%
-94.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | +3.8% | -4.0% | +7.7% | +4.5% |
| 30D | +1.0% | -2.9% | +3.9% | +1.3% |
| 3M | -8.9% | -16.9% | +8.0% | -6.4% |
| 6M | -2.3% | +57.0% | -59.2% | -10.9% |
| YTD | +9.7% | +38.2% | -28.5% | +1.5% |
| 1Y | +12.3% | +69.3% | -57.0% | -0.2% |
| 3Y | +71.5% | +483.0% | -411.5% | +16.4% |
| 5Y | +70.2% | +364.1% | -294.0% | +15.6% |
| All | +226.1% | +320.8% | -94.7% | +105.2% |
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