+1,057.8%
EIX vs NYT
+754.3%
+303.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +0.8% | -0.7% | +1.5% | +0.9% |
| 30D | -18.8% | +4.5% | -23.3% | -19.3% |
| 3M | -19.7% | -8.5% | -11.2% | -18.8% |
| 6M | -18.2% | -15.1% | -3.2% | -16.6% |
| YTD | -1.7% | -3.3% | +1.5% | -1.8% |
| 1Y | +7.8% | +17.0% | -9.2% | +4.7% |
| 3Y | -5.6% | +55.7% | -61.3% | -12.7% |
| 5Y | +23.7% | +38.9% | -15.2% | +14.5% |
| 10Y | +21.4% | +485.3% | -463.9% | -11.0% |
| All | +1,057.8% | +754.3% | +303.4% | +619.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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