-14.5%
XYL vs EAT
+310.8%
-325.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.2% | -0.6% |
| 7D | +0.8% | -6.8% | +7.6% | +1.9% |
| 30D | -10.8% | -5.4% | -5.5% | -10.3% |
| 3M | -2.5% | +42.8% | -45.3% | -8.5% |
| 6M | -12.2% | +56.5% | -68.7% | -19.3% |
| YTD | -20.1% | +50.0% | -70.1% | -26.1% |
| 1Y | -20.6% | +38.3% | -58.9% | -26.0% |
| 3Y | +17.3% | +591.6% | -574.3% | -23.4% |
| 5Y | -14.5% | +312.6% | -327.1% | -44.4% |
| All | -14.5% | +310.8% | -325.3% | -44.4% |
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 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