+237.8%
XME vs EAT
+1,320.8%
-1,083.0%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | -0.1% | 0.0% | -0.1% | -0.1% |
| 30D | +6.0% | +1.9% | +4.1% | +5.0% |
| 3M | -7.7% | +68.7% | -76.4% | -21.2% |
| 6M | +1.0% | +66.9% | -65.9% | -14.6% |
| YTD | +14.6% | +60.4% | -45.8% | -2.1% |
| 1Y | +46.0% | +44.0% | +2.0% | +27.3% |
| 3Y | +127.0% | +604.7% | -477.7% | +18.0% |
| 5Y | +175.8% | +347.0% | -171.2% | +53.7% |
| 10Y | +414.6% | +390.8% | +23.9% | +132.6% |
| All | +237.8% | +1,320.8% | -1,083.0% | -13.0% |
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