+1,449.6%
NET vs EIX
+8.3%
+1,441.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.1% |
| 7D | -7.0% | -19.1% | +12.1% | -4.4% |
| 30D | -4.8% | -16.9% | +12.1% | -2.8% |
| 3M | +3.8% | -20.0% | +23.8% | +6.6% |
| 6M | +50.0% | -21.3% | +71.4% | +53.8% |
| YTD | +41.5% | -1.7% | +43.2% | +37.6% |
| 1Y | +32.8% | +9.6% | +23.3% | +25.3% |
| 3Y | +335.9% | -3.7% | +339.6% | +313.2% |
| 5Y | +113.8% | +22.6% | +91.2% | +91.2% |
| All | +1,449.6% | +8.3% | +1,441.2% | +1,278.0% |
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