+32.5%
XME vs EAT
+37.8%
-5.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | -4.2% | -7.7% | +3.5% | -3.3% |
| 30D | -2.7% | -13.6% | +10.9% | -1.1% |
| 3M | -3.9% | +33.9% | -37.8% | -8.3% |
| 6M | -1.0% | +47.2% | -48.2% | -6.8% |
| YTD | +9.8% | +48.1% | -38.2% | +4.0% |
| 1Y | +32.5% | +33.7% | -1.1% | +23.6% |
| All | +32.5% | +37.8% | -5.2% | +23.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling