+70.8%
XLI vs EAT
+355.7%
-284.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.7% |
| 7D | +4.3% | -7.1% | +11.4% | +5.4% |
| 30D | +0.5% | -2.3% | +2.8% | +0.6% |
| 3M | -8.6% | -19.6% | +11.0% | -5.9% |
| 6M | -2.3% | +46.0% | -48.3% | -9.1% |
| YTD | +10.1% | +37.7% | -27.6% | +2.8% |
| 1Y | +11.0% | +73.8% | -62.8% | -0.6% |
| 3Y | +72.3% | +482.1% | -409.8% | +19.7% |
| 5Y | +70.8% | +362.5% | -291.6% | +20.3% |
| All | +70.8% | +355.7% | -284.9% | +20.3% |
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 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