+402.6%
XME vs EAT
+374.9%
+27.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.8% |
| 7D | -4.2% | -7.7% | +3.5% | -2.4% |
| 30D | -2.7% | -13.6% | +10.9% | +0.5% |
| 3M | -3.9% | +33.9% | -37.8% | -11.1% |
| 6M | -1.0% | +47.2% | -48.2% | -11.3% |
| YTD | +9.8% | +48.1% | -38.2% | -2.0% |
| 1Y | +32.5% | +33.7% | -1.1% | +20.4% |
| 3Y | +124.3% | +595.8% | -471.4% | +29.7% |
| 5Y | +165.8% | +314.4% | -148.6% | +65.7% |
| All | +402.6% | +374.9% | +27.7% | +186.8% |
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 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