+1,381.0%
NET vs EIX
+19.3%
+1,361.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.1% | -5.7% | -3.0% |
| 7D | -16.4% | +4.5% | -20.9% | -16.9% |
| 30D | -25.8% | +15.2% | -41.1% | -27.5% |
| 3M | -11.5% | -11.6% | +0.1% | -10.6% |
| 6M | +18.9% | -8.4% | +27.3% | +19.0% |
| YTD | +35.2% | +8.2% | +27.0% | +29.4% |
| 1Y | +14.5% | +16.6% | -2.1% | +7.4% |
| 3Y | +313.8% | +12.0% | +301.8% | +280.0% |
| 5Y | +32.6% | +24.1% | +8.5% | +18.3% |
| All | +1,381.0% | +19.3% | +1,361.7% | +1,195.9% |
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