+547.5%
EIX vs XPO
+10,316.6%
-9,769.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.5% | -3.7% | +0.6% |
| 7D | -19.1% | +2.4% | -21.5% | -19.3% |
| 30D | -16.9% | -3.5% | -13.4% | -16.8% |
| 3M | -20.0% | -11.9% | -8.1% | -19.5% |
| 6M | -21.3% | -10.0% | -11.4% | -21.1% |
| YTD | -1.7% | +42.1% | -43.8% | -4.1% |
| 1Y | +9.6% | +47.6% | -38.0% | +6.5% |
| 3Y | -3.7% | +153.6% | -157.3% | -10.3% |
| 5Y | +22.6% | +266.5% | -243.9% | +10.2% |
| 10Y | +17.7% | +1,460.4% | -1,442.8% | -1.1% |
| All | +547.5% | +10,316.6% | -9,769.1% | +414.2% |
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