+432.8%
XYL vs EAT
+1,215.4%
-782.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.1% |
| 7D | -5.0% | 0.0% | -5.1% | -5.1% |
| 30D | -13.2% | +1.9% | -15.1% | -13.7% |
| 3M | -3.7% | +68.7% | -72.4% | -12.2% |
| 6M | -17.7% | +66.9% | -84.6% | -25.3% |
| YTD | -21.5% | +60.4% | -81.9% | -28.4% |
| 1Y | -24.5% | +44.0% | -68.5% | -30.3% |
| 3Y | +6.9% | +604.7% | -597.7% | -27.8% |
| 5Y | -18.1% | +347.0% | -365.1% | -42.5% |
| 10Y | +134.7% | +390.8% | -256.0% | +52.9% |
| All | +432.8% | +1,215.4% | -782.7% | +155.7% |
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