-6.5%
EIX vs NVD
-99.1%
+92.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.3% |
| 7D | -1.4% | +10.8% | -12.2% | -1.4% |
| 30D | -19.3% | +0.8% | -20.1% | -19.3% |
| 3M | -21.7% | -20.8% | -0.8% | -21.6% |
| 6M | -19.8% | -41.2% | +21.3% | -19.9% |
| YTD | -3.0% | -44.2% | +41.2% | -3.1% |
| 1Y | +5.1% | -54.2% | +59.3% | +4.9% |
| 3Y | -7.0% | -99.1% | +92.2% | -6.8% |
| All | -6.5% | -99.1% | +92.6% | -6.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling