+128.8%
XLP vs EAT
+375.0%
-246.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.0% |
| 7D | +0.1% | -3.9% | +4.0% | +0.3% |
| 30D | +8.9% | +5.0% | +4.0% | +8.5% |
| 3M | +7.5% | -9.6% | +17.1% | +8.0% |
| 6M | +9.4% | +46.8% | -37.3% | +6.1% |
| YTD | +19.3% | +41.8% | -22.6% | +15.5% |
| 1Y | +21.7% | +98.3% | -76.6% | +15.0% |
| 3Y | +44.0% | +503.1% | -459.1% | +22.9% |
| 5Y | +42.8% | +356.7% | -313.9% | +22.1% |
| 10Y | +128.8% | +349.8% | -221.0% | +86.4% |
| All | +128.8% | +375.0% | -246.2% | +86.4% |
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