+7,238.0%
NEE vs EIX
+1,083.9%
+6,154.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.6% | -1.0% |
| 7D | +1.9% | -19.1% | +21.0% | +7.9% |
| 30D | -2.2% | -16.9% | +14.7% | +2.4% |
| 3M | -1.2% | -20.0% | +18.8% | +4.7% |
| 6M | -8.6% | -21.3% | +12.8% | -2.6% |
| YTD | +6.2% | -1.7% | +7.9% | +4.5% |
| 1Y | +21.1% | +9.6% | +11.5% | +14.4% |
| 3Y | +36.4% | -3.7% | +40.1% | +33.6% |
| 5Y | +11.4% | +22.6% | -11.2% | +0.5% |
| 10Y | +250.0% | +17.7% | +232.3% | +208.3% |
| All | +7,238.0% | +1,083.9% | +6,154.0% | +2,910.9% |
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