+727.3%
EIX vs NVMI
+1,665.9%
-938.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.3% | +0.4% |
| 7D | +1.4% | +1.5% | -0.1% | +1.3% |
| 30D | +8.5% | -4.1% | +12.6% | +8.6% |
| 3M | -13.5% | -22.8% | +9.3% | -12.8% |
| 6M | -12.4% | -36.9% | +24.5% | -11.3% |
| YTD | +5.9% | -3.2% | +9.1% | +5.3% |
| 1Y | +7.6% | +7.1% | +0.5% | +6.6% |
| 3Y | +12.8% | +181.5% | -168.7% | +6.7% |
| 5Y | +19.2% | +141.2% | -122.0% | +12.7% |
| 10Y | +34.9% | +2,463.4% | -2,428.5% | +17.7% |
| All | +727.3% | +1,665.9% | -938.6% | +559.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 all: compounded portfolio wealth divided by compounded NVMI 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…
all analysis · Full analysis span regression · 6 months rolling