+1,057.8%
EIX vs NTRS
+7,716.8%
-6,659.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.5% |
| 7D | +0.8% | +0.3% | +0.5% | +0.7% |
| 30D | -18.8% | +0.2% | -19.0% | -18.9% |
| 3M | -19.7% | +13.2% | -32.9% | -22.3% |
| 6M | -18.2% | +36.9% | -55.2% | -24.8% |
| YTD | -1.7% | +39.1% | -40.9% | -10.3% |
| 1Y | +7.8% | +50.4% | -42.7% | -3.7% |
| 3Y | -5.6% | +166.8% | -172.4% | -28.0% |
| 5Y | +23.7% | +92.9% | -69.2% | +0.4% |
| 10Y | +21.4% | +255.7% | -234.2% | -17.8% |
| All | +1,057.8% | +7,716.8% | -6,659.0% | +365.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling