+37.1%
EIX vs NTR
+103.6%
-66.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.5% | +3.0% | +4.2% |
| 7D | +0.9% | +3.8% | -2.9% | +0.1% |
| 30D | -13.5% | +25.2% | -38.8% | -17.7% |
| 3M | -15.3% | +21.0% | -36.3% | -18.9% |
| 6M | -15.3% | +7.6% | -22.9% | -17.3% |
| YTD | +2.7% | +32.9% | -30.1% | -4.5% |
| 1Y | +17.4% | +43.1% | -25.6% | +6.9% |
| 3Y | -1.3% | +41.6% | -42.9% | -11.5% |
| 5Y | +27.2% | +54.8% | -27.6% | +3.6% |
| All | +37.1% | +103.6% | -66.4% | -14.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling