+135.4%
XLP vs EAT
+328.6%
-193.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.3% | +0.4% |
| 7D | +2.3% | -5.9% | +8.2% | +2.8% |
| 30D | +9.1% | +0.7% | +8.4% | +9.0% |
| 3M | +7.9% | -14.2% | +22.1% | +8.8% |
| 6M | +9.6% | +40.7% | -31.1% | +6.6% |
| YTD | +19.4% | +36.0% | -16.5% | +16.0% |
| 1Y | +22.4% | +83.1% | -60.7% | +16.2% |
| 3Y | +43.2% | +474.8% | -431.6% | +22.6% |
| 5Y | +42.6% | +347.6% | -305.0% | +22.0% |
| 10Y | +135.4% | +321.5% | -186.1% | +96.0% |
| All | +135.4% | +328.6% | -193.2% | +96.0% |
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