+508.9%
XLP vs EAT
+2,890.9%
-2,382.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | -1.0% | 0.0% | -1.0% | -1.0% |
| 30D | -0.9% | +1.9% | -2.8% | -1.2% |
| 3M | +3.8% | +68.7% | -64.8% | -1.7% |
| 6M | -1.7% | +66.9% | -68.6% | -7.3% |
| YTD | +10.3% | +60.4% | -50.2% | +4.3% |
| 1Y | +7.8% | +44.0% | -36.2% | +2.8% |
| 3Y | +27.2% | +604.7% | -577.5% | +0.5% |
| 5Y | +32.5% | +347.0% | -314.5% | +7.0% |
| 10Y | +101.8% | +390.8% | -289.0% | +48.7% |
| All | +508.9% | +2,890.9% | -2,382.0% | +206.6% |
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