+561.3%
XLP vs EAT
+2,662.8%
-2,101.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.8% | -0.4% |
| 7D | +3.5% | -3.3% | +6.8% | +3.8% |
| 30D | +11.6% | +11.7% | -0.1% | +10.2% |
| 3M | +7.6% | -5.9% | +13.5% | +7.9% |
| 6M | +10.0% | +46.7% | -36.7% | +5.3% |
| YTD | +19.7% | +48.2% | -28.4% | +13.9% |
| 1Y | +23.5% | +105.4% | -82.0% | +13.4% |
| 3Y | +44.0% | +502.8% | -458.8% | +15.5% |
| 5Y | +42.7% | +376.3% | -333.6% | +14.3% |
| 10Y | +131.3% | +400.0% | -268.7% | +69.3% |
| All | +561.3% | +2,662.8% | -2,101.5% | +234.9% |
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