+42.0%
XLP vs EAT
+361.6%
-319.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.6% | -1.1% |
| 7D | +0.7% | -2.6% | +3.4% | +0.9% |
| 30D | +10.3% | +11.5% | -1.2% | +9.4% |
| 3M | +6.5% | -9.1% | +15.6% | +7.0% |
| 6M | +8.4% | +40.4% | -32.0% | +5.6% |
| YTD | +18.2% | +43.9% | -25.7% | +14.7% |
| 1Y | +22.4% | +101.9% | -79.5% | +15.8% |
| 3Y | +41.9% | +489.9% | -448.0% | +19.7% |
| All | +42.0% | +361.6% | -319.6% | +20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling