+595.5%
EIX vs XPO
+10,073.3%
-9,477.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -1.5% | +6.9% | -8.3% | -1.8% |
| 30D | +8.1% | +4.1% | +4.0% | +7.8% |
| 3M | -12.1% | -9.7% | -2.4% | -11.7% |
| 6M | -13.4% | -3.8% | -9.6% | -13.5% |
| YTD | +5.6% | +38.8% | -33.2% | +3.1% |
| 1Y | +7.8% | +34.2% | -26.4% | +5.4% |
| 3Y | +9.8% | +126.9% | -117.1% | +3.0% |
| 5Y | +18.8% | +297.5% | -278.6% | +6.4% |
| 10Y | +34.4% | +1,260.5% | -1,226.1% | +13.4% |
| All | +595.5% | +10,073.3% | -9,477.8% | +452.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling