-2.1%
XRT vs EAT
+368.3%
-370.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.5% | +5.1% | +4.1% |
| 7D | +2.5% | -3.9% | +6.4% | +3.7% |
| 30D | +10.3% | +5.0% | +5.4% | +8.4% |
| 3M | +2.4% | -9.6% | +12.0% | +4.3% |
| 6M | +10.0% | +46.8% | -36.8% | -3.6% |
| YTD | +9.5% | +41.8% | -32.3% | -4.5% |
| 1Y | +17.2% | +98.3% | -81.1% | -8.7% |
| 3Y | +62.0% | +503.1% | -441.1% | -23.5% |
| 5Y | -2.1% | +356.7% | -358.8% | -53.8% |
| All | -2.1% | +368.3% | -370.4% | -53.8% |
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