+788.5%
XLK vs EAT
+374.9%
+413.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.5% |
| 7D | +0.2% | -7.7% | +7.9% | +1.5% |
| 30D | -0.6% | -13.6% | +13.0% | +1.6% |
| 3M | +2.6% | +33.9% | -31.3% | -2.8% |
| 6M | +34.0% | +47.2% | -13.2% | +24.2% |
| YTD | +30.7% | +48.1% | -17.4% | +20.7% |
| 1Y | +39.2% | +33.7% | +5.5% | +30.0% |
| 3Y | +120.4% | +595.8% | -475.4% | +51.6% |
| 5Y | +148.8% | +314.4% | -165.6% | +79.4% |
| All | +788.5% | +374.9% | +413.5% | +462.2% |
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