+19.6%
EIX vs XPO
+1,517.7%
-1,498.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.1% |
| 7D | +0.8% | -1.3% | +2.1% | +1.0% |
| 30D | -18.8% | -10.4% | -8.4% | -17.8% |
| 3M | -19.7% | -15.7% | -4.0% | -18.1% |
| 6M | -18.2% | -6.3% | -11.9% | -18.1% |
| YTD | -1.7% | +34.2% | -35.9% | -6.8% |
| 1Y | +7.8% | +39.9% | -32.2% | +1.2% |
| 3Y | -5.6% | +155.2% | -160.9% | -21.9% |
| 5Y | +23.7% | +264.7% | -241.0% | -7.0% |
| All | +19.6% | +1,517.7% | -1,498.2% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 10y: compounded portfolio wealth divided by compounded XPO 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…
10y analysis · Full analysis span regression · 6 months rolling