+177.0%
XME vs EAT
+1,138.8%
-961.7%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.2% | -0.1% |
| 7D | +1.5% | -8.9% | +10.5% | +4.1% |
| 30D | -7.3% | +3.4% | -10.7% | -8.6% |
| 3M | -17.4% | -9.3% | -8.1% | -16.1% |
| 6M | -21.8% | +43.8% | -65.6% | -31.0% |
| YTD | -6.0% | +39.9% | -45.8% | -17.2% |
| 1Y | +3.8% | +89.7% | -85.9% | -16.7% |
| 3Y | +100.0% | +491.3% | -391.2% | +8.8% |
| 5Y | +116.1% | +365.4% | -249.3% | +18.4% |
| 10Y | +280.6% | +325.9% | -45.3% | +77.8% |
| All | +177.0% | +1,138.8% | -961.7% | -26.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling