+374.0%
XYL vs EAT
+1,029.1%
-655.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.4% | -0.9% |
| 7D | -6.0% | -7.1% | +1.1% | -4.9% |
| 30D | -8.3% | -2.3% | -6.0% | -8.4% |
| 3M | -22.6% | -19.6% | -3.0% | -20.3% |
| 6M | -15.0% | +46.0% | -61.1% | -21.3% |
| YTD | -30.2% | +37.7% | -67.9% | -35.1% |
| 1Y | -36.4% | +73.8% | -110.2% | -43.3% |
| 3Y | -0.9% | +482.1% | -482.9% | -31.2% |
| 5Y | -23.4% | +362.5% | -385.8% | -46.7% |
| 10Y | +100.9% | +319.3% | -218.4% | +33.7% |
| All | +374.0% | +1,029.1% | -655.1% | +131.8% |
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 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