+7,463.1%
NEE vs EIX
+1,170.2%
+6,292.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | -0.2% |
| 7D | -2.8% | -2.5% | -0.2% | -1.9% |
| 30D | +9.5% | +7.7% | +1.8% | +6.8% |
| 3M | +1.0% | -12.9% | +13.9% | +4.0% |
| 6M | -8.0% | -12.7% | +4.7% | -5.5% |
| YTD | +9.4% | +5.5% | +4.0% | +5.0% |
| 1Y | +3.1% | +9.4% | -6.2% | -2.4% |
| 3Y | +70.5% | +9.7% | +60.8% | +59.2% |
| 5Y | +15.2% | +16.9% | -1.7% | +5.5% |
| 10Y | +291.2% | +34.3% | +256.9% | +229.2% |
| All | +7,463.1% | +1,170.2% | +6,292.9% | +2,925.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling