+181.5%
XME vs EAT
+310.8%
-129.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | 0.0% |
| 7D | -0.2% | -6.8% | +6.6% | +1.2% |
| 30D | +1.4% | -5.4% | +6.8% | +2.3% |
| 3M | +2.7% | +42.8% | -40.0% | -5.3% |
| 6M | +6.5% | +56.5% | -50.0% | -4.6% |
| YTD | +15.2% | +50.0% | -34.8% | +4.0% |
| 1Y | +43.5% | +38.3% | +5.2% | +31.1% |
| 3Y | +135.9% | +591.6% | -455.8% | +42.8% |
| 5Y | +181.5% | +312.6% | -131.2% | +75.4% |
| All | +181.5% | +310.8% | -129.4% | +75.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling