+1.8%
EIX vs NVD
-98.6%
+100.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +9.0% | -8.9% | 0.0% |
| 7D | -1.5% | +17.0% | -18.5% | -1.6% |
| 30D | +8.1% | +77.3% | -69.2% | +7.7% |
| 3M | -12.1% | +61.6% | -73.8% | -12.5% |
| 6M | -13.4% | +40.7% | -54.1% | -13.7% |
| YTD | +5.6% | -10.5% | +16.1% | +5.1% |
| 1Y | +7.8% | -6.1% | +14.0% | +7.4% |
| 3Y | +9.8% | -98.4% | +108.2% | +10.0% |
| All | +1.8% | -98.6% | +100.4% | +1.6% |
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