+191.6%
XOM vs EAT
+379.9%
-188.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | +1.9% | -6.2% | +8.1% | +2.8% |
| 30D | +4.1% | -3.0% | +7.1% | +4.3% |
| 3M | +10.4% | +45.6% | -35.2% | +3.5% |
| 6M | +13.0% | +53.5% | -40.5% | +4.1% |
| YTD | +40.1% | +49.6% | -9.5% | +29.1% |
| 1Y | +51.1% | +38.9% | +12.2% | +40.1% |
| 3Y | +57.7% | +589.7% | -531.9% | +4.9% |
| 5Y | +264.7% | +318.7% | -53.9% | +155.1% |
| All | +191.6% | +379.9% | -188.3% | +70.4% |
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