+27.2%
EIX vs XPO
+271.9%
-244.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.6% | +6.1% | +4.6% |
| 7D | +0.9% | +2.7% | -1.8% | +0.6% |
| 30D | -13.5% | -6.2% | -7.4% | -13.2% |
| 3M | -15.3% | -15.4% | +0.1% | -14.1% |
| 6M | -15.3% | +0.7% | -16.1% | -15.8% |
| YTD | +2.7% | +39.8% | -37.1% | -1.5% |
| 1Y | +17.4% | +43.3% | -25.9% | +12.0% |
| 3Y | -1.3% | +166.0% | -167.4% | -14.7% |
| 5Y | +27.2% | +274.2% | -247.0% | -1.5% |
| All | +27.2% | +271.9% | -244.8% | -1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling