+43.0%
EAT vs XE
-63.2%
+106.2%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.3% |
| 7D | -4.0% | +6.2% | -10.2% | -3.7% |
| 30D | -2.9% | -4.8% | +1.9% | -2.8% |
| 3M | -16.9% | -51.3% | +34.4% | -19.0% |
| 6M | +57.0% | -64.2% | +121.2% | +47.0% |
| All | +43.0% | -63.2% | +106.2% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 10y: compounded portfolio wealth divided by compounded XE 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…
10y analysis · Full analysis span regression · 6 months rolling