+2.1%
EIX vs NVD
-98.5%
+100.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.9% | -3.6% | +0.3% |
| 7D | +1.4% | +28.6% | -27.3% | +1.2% |
| 30D | +8.5% | +73.6% | -65.1% | +8.1% |
| 3M | -13.5% | +70.1% | -83.5% | -13.8% |
| 6M | -12.4% | +53.6% | -65.9% | -12.6% |
| YTD | +5.9% | -7.0% | +12.9% | +5.4% |
| 1Y | +7.6% | -9.0% | +16.6% | +7.1% |
| 3Y | +12.8% | -98.3% | +111.1% | +12.9% |
| All | +2.1% | -98.5% | +100.6% | +1.9% |
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