+44.8%
XLP vs EAT
+476.7%
-431.9%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.1% | +1.4% |
| 7D | +2.5% | -4.0% | +6.5% | +2.7% |
| 30D | +7.3% | -2.9% | +10.2% | +7.4% |
| 3M | +8.1% | -16.9% | +25.0% | +8.8% |
| 6M | +10.5% | +57.0% | -46.5% | +8.3% |
| YTD | +21.2% | +38.2% | -17.0% | +19.3% |
| 1Y | +22.7% | +69.3% | -46.6% | +19.6% |
| 3Y | +44.8% | +483.0% | -438.2% | +28.3% |
| All | +44.8% | +476.7% | -431.9% | +28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling