-4.1%
EIX vs NVD
-99.2%
+95.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.9% | -5.1% | -3.2% |
| 7D | +4.1% | +0.5% | +3.5% | +4.1% |
| 30D | -15.3% | -9.3% | -6.0% | -15.3% |
| 3M | -18.4% | -22.1% | +3.6% | -18.4% |
| 6M | -16.8% | -45.8% | +29.0% | -16.9% |
| YTD | -0.6% | -46.7% | +46.2% | -0.6% |
| 1Y | +10.7% | -59.5% | +70.1% | +10.3% |
| 3Y | -4.5% | -99.2% | +94.7% | -4.3% |
| All | -4.1% | -99.2% | +95.0% | -3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling