+29.4%
EIX vs NTR
+97.9%
-68.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.2% |
| 7D | -1.4% | -1.3% | -0.1% | -1.1% |
| 30D | -19.3% | +16.8% | -36.1% | -22.1% |
| 3M | -21.7% | +20.7% | -42.4% | -25.0% |
| 6M | -19.8% | +0.5% | -20.4% | -20.5% |
| YTD | -3.0% | +29.2% | -32.2% | -9.4% |
| 1Y | +5.1% | +39.6% | -34.5% | -3.9% |
| 3Y | -7.0% | +37.9% | -44.8% | -16.1% |
| 5Y | +22.0% | +47.1% | -25.0% | +0.8% |
| All | +29.4% | +97.9% | -68.5% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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