+374.7%
XYL vs EAT
+1,033.2%
-658.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -3.7% | -4.0% | +0.3% | -3.1% |
| 30D | -8.3% | -2.9% | -5.4% | -8.3% |
| 3M | -21.4% | -16.9% | -4.5% | -19.6% |
| 6M | -12.9% | +57.0% | -69.9% | -20.3% |
| YTD | -30.1% | +38.2% | -68.3% | -35.0% |
| 1Y | -35.2% | +69.3% | -104.4% | -41.9% |
| 3Y | -0.8% | +483.0% | -483.8% | -31.2% |
| 5Y | -23.2% | +364.1% | -387.4% | -46.7% |
| 10Y | +101.2% | +320.8% | -219.6% | +33.9% |
| All | +374.7% | +1,033.2% | -658.5% | +132.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling