+1,096.1%
XLY vs EAT
+2,689.2%
-1,593.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.2% | -0.4% |
| 7D | -3.9% | -6.2% | +2.3% | -2.4% |
| 30D | -6.1% | -3.0% | -3.1% | -5.8% |
| 3M | -1.2% | +45.6% | -46.8% | -10.4% |
| 6M | -1.8% | +53.5% | -55.3% | -12.9% |
| YTD | -5.9% | +49.6% | -55.5% | -16.4% |
| 1Y | -3.1% | +38.9% | -42.0% | -13.1% |
| 3Y | +36.0% | +589.7% | -553.7% | -21.1% |
| 5Y | +27.6% | +318.7% | -291.1% | -20.0% |
| 10Y | +216.8% | +380.1% | -163.3% | +59.5% |
| All | +1,096.1% | +2,689.2% | -1,593.1% | +209.7% |
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 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