+41.4%
EIX vs NTR
+81.1%
-39.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.4% | -0.3% | +1.7% | +1.4% |
| 30D | +8.5% | +2.0% | +6.6% | +8.1% |
| 3M | -13.5% | +6.4% | -19.9% | -14.9% |
| 6M | -12.4% | +1.6% | -14.0% | -13.2% |
| YTD | +5.9% | +18.2% | -12.3% | +0.7% |
| 1Y | +7.6% | +23.9% | -16.3% | +1.1% |
| 3Y | +12.8% | +44.7% | -31.9% | 0.0% |
| 5Y | +19.2% | +21.3% | -2.1% | +4.1% |
| All | +41.4% | +81.1% | -39.8% | -10.1% |
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 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