+28.4%
XLY vs EAT
+313.1%
-284.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.1% |
| 7D | -1.7% | -7.7% | +6.0% | +0.2% |
| 30D | -4.2% | -13.6% | +9.4% | -1.0% |
| 3M | -2.7% | +33.9% | -36.5% | -10.0% |
| 6M | -0.6% | +47.2% | -47.8% | -11.1% |
| YTD | -5.0% | +48.1% | -53.1% | -15.6% |
| 1Y | -4.1% | +33.7% | -37.8% | -13.1% |
| 3Y | +33.6% | +595.8% | -562.2% | -28.8% |
| All | +28.4% | +313.1% | -284.7% | -29.8% |
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