+116.1%
XME vs EAT
+362.5%
-246.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.2% | +0.1% |
| 7D | +1.5% | -8.9% | +10.5% | +3.4% |
| 30D | -7.3% | +3.4% | -10.7% | -8.2% |
| 3M | -17.4% | -9.3% | -8.1% | -16.4% |
| 6M | -21.8% | +43.8% | -65.6% | -28.8% |
| YTD | -6.0% | +39.9% | -45.8% | -14.4% |
| 1Y | +3.8% | +89.7% | -85.9% | -12.0% |
| 3Y | +100.0% | +491.3% | -391.2% | +23.7% |
| 5Y | +116.1% | +365.4% | -249.3% | +35.1% |
| All | +116.1% | +362.5% | -246.4% | +35.1% |
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 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