-5.7%
EIX vs XPO
+151.2%
-156.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.1% |
| 7D | +0.8% | -1.3% | +2.1% | +0.9% |
| 30D | -18.8% | -10.4% | -8.4% | -18.3% |
| 3M | -19.7% | -15.7% | -4.0% | -18.9% |
| 6M | -18.2% | -6.3% | -11.9% | -18.2% |
| YTD | -1.7% | +34.2% | -35.9% | -4.6% |
| 1Y | +7.8% | +39.9% | -32.2% | +4.2% |
| All | -5.7% | +151.2% | -156.9% | -16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling