+10.1%
NEE vs EIX
+24.3%
-14.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | 0.0% |
| 7D | -0.5% | +4.1% | -4.6% | -2.4% |
| 30D | -1.7% | -15.3% | +13.6% | +3.0% |
| 3M | -1.8% | -18.4% | +16.6% | +4.6% |
| 6M | -8.8% | -16.8% | +8.0% | -4.0% |
| YTD | +5.2% | -0.6% | +5.7% | +0.2% |
| 1Y | +21.3% | +10.7% | +10.7% | +8.4% |
| 3Y | +35.2% | -4.5% | +39.7% | +28.0% |
| 5Y | +10.1% | +24.0% | -13.9% | -12.8% |
| All | +10.1% | +24.3% | -14.1% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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