+169.4%
XLV vs EAT
+374.9%
-205.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | -3.6% | -7.7% | +4.1% | -2.9% |
| 30D | -1.8% | -13.6% | +11.8% | -0.6% |
| 3M | +7.8% | +33.9% | -26.1% | +4.8% |
| 6M | +9.1% | +47.2% | -38.1% | +4.8% |
| YTD | +7.7% | +48.1% | -40.3% | +3.3% |
| 1Y | +20.4% | +33.7% | -13.3% | +16.2% |
| 3Y | +30.8% | +595.8% | -565.0% | +6.2% |
| 5Y | +34.6% | +314.4% | -279.7% | +12.0% |
| All | +169.4% | +374.9% | -205.6% | +110.3% |
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 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