+136.8%
XME vs EAT
+610.8%
-474.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.4% | +4.5% | +1.7% |
| 7D | +3.6% | -4.9% | +8.5% | +4.5% |
| 30D | +3.6% | -1.2% | +4.8% | +3.6% |
| 3M | +1.2% | +52.2% | -51.0% | -7.1% |
| 6M | +9.0% | +65.0% | -56.0% | -2.2% |
| YTD | +15.9% | +55.0% | -39.1% | +5.3% |
| 1Y | +43.2% | +42.1% | +1.1% | +31.7% |
| All | +136.8% | +610.8% | -474.0% | +44.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling