+20.1%
EIX vs NTRS
+93.2%
-73.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.6% |
| 7D | -1.4% | +1.4% | -2.7% | -1.7% |
| 30D | -19.3% | -0.7% | -18.7% | -19.2% |
| 3M | -21.7% | +11.3% | -33.0% | -24.0% |
| 6M | -19.8% | +35.5% | -55.4% | -26.6% |
| YTD | -3.0% | +40.6% | -43.6% | -12.5% |
| 1Y | +5.1% | +49.2% | -44.1% | -7.0% |
| 3Y | -7.0% | +167.2% | -174.2% | -31.6% |
| All | +20.1% | +93.2% | -73.1% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 5y: compounded portfolio wealth divided by compounded NTRS 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…
5y analysis · Full analysis span regression · 6 months rolling