+58.1%
EIX vs NTRA
+1,723.2%
-1,665.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.8% |
| 7D | -19.1% | +0.6% | -19.7% | -19.1% |
| 30D | -16.9% | +19.5% | -36.4% | -17.8% |
| 3M | -20.0% | +47.8% | -67.8% | -21.9% |
| 6M | -21.3% | +61.6% | -83.0% | -23.7% |
| YTD | -1.7% | +43.3% | -45.0% | -4.2% |
| 1Y | +9.6% | +97.0% | -87.5% | +4.7% |
| 3Y | -3.7% | +424.9% | -428.6% | -14.0% |
| 5Y | +22.6% | +165.2% | -142.6% | +11.1% |
| 10Y | +17.7% | +3,114.3% | -3,096.6% | -7.2% |
| All | +58.1% | +1,723.2% | -1,665.1% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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