+18.6%
XYL vs EAT
+612.9%
-594.3%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.4% | +6.3% | +3.3% |
| 7D | +1.8% | -4.9% | +6.7% | +2.4% |
| 30D | -9.2% | -1.2% | -8.0% | -9.2% |
| 3M | -0.3% | +52.2% | -52.5% | -5.7% |
| 6M | -11.0% | +65.0% | -76.0% | -17.0% |
| YTD | -19.2% | +55.0% | -74.2% | -24.1% |
| 1Y | -21.2% | +42.1% | -63.3% | -25.3% |
| 3Y | +18.6% | +614.7% | -596.1% | -18.9% |
| All | +18.6% | +612.9% | -594.3% | -18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling