+253.6%
XME vs EAT
+320.8%
-67.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -1.9% | -1.7% |
| 7D | +0.3% | -4.0% | +4.3% | +1.2% |
| 30D | -6.1% | -2.9% | -3.2% | -5.8% |
| 3M | -18.6% | -16.9% | -1.7% | -15.6% |
| 6M | -23.9% | +57.0% | -80.9% | -32.8% |
| YTD | -9.3% | +38.2% | -47.5% | -18.2% |
| 1Y | +1.8% | +69.3% | -67.5% | -12.8% |
| 3Y | +93.0% | +483.0% | -390.0% | +16.3% |
| 5Y | +107.0% | +364.1% | -257.2% | +25.3% |
| All | +253.6% | +320.8% | -67.2% | +129.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling