-0.7%
XRT vs EAT
+326.5%
-327.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.4% | +1.2% | -1.2% |
| 7D | -0.3% | -4.9% | +4.7% | +1.2% |
| 30D | -5.6% | -1.2% | -4.4% | -5.7% |
| 3M | +2.5% | +52.2% | -49.7% | -10.0% |
| 6M | +3.7% | +65.0% | -61.4% | -12.4% |
| YTD | +1.0% | +55.0% | -54.1% | -13.5% |
| 1Y | -1.2% | +42.1% | -43.3% | -13.7% |
| 3Y | +43.4% | +614.7% | -571.3% | -34.6% |
| 5Y | -0.7% | +322.7% | -323.5% | -51.8% |
| All | -0.7% | +326.5% | -327.2% | -51.8% |
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