+16.6%
EIX vs NVD
-27.4%
+43.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.5% | -3.3% | +2.7% |
| 7D | +4.5% | +15.0% | -10.5% | +3.7% |
| 30D | +15.2% | +39.3% | -24.1% | +12.9% |
| 3M | -11.6% | +3.1% | -14.7% | -12.0% |
| 6M | -8.4% | -19.0% | +10.6% | -8.1% |
| YTD | +8.2% | -35.5% | +43.7% | +8.1% |
| 1Y | +16.6% | -30.2% | +46.8% | +16.1% |
| All | +16.6% | -27.4% | +43.9% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 1y: compounded portfolio wealth divided by compounded NVD 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…
1y analysis · Full analysis span regression · 6 months rolling