+1,455.3%
XLK vs EAT
+2,689.2%
-1,233.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.4% |
| 7D | -0.4% | -6.2% | +5.8% | +0.8% |
| 30D | -0.5% | -3.0% | +2.6% | -0.2% |
| 3M | +5.0% | +45.6% | -40.7% | -3.0% |
| 6M | +32.9% | +53.5% | -20.7% | +20.6% |
| YTD | +29.0% | +49.6% | -20.6% | +17.3% |
| 1Y | +37.8% | +38.9% | -1.1% | +26.2% |
| 3Y | +118.7% | +589.7% | -471.0% | +41.3% |
| 5Y | +145.6% | +318.7% | -173.1% | +68.4% |
| 10Y | +791.5% | +380.1% | +411.4% | +412.3% |
| All | +1,455.3% | +2,689.2% | -1,233.9% | +440.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling