+140.2%
NI vs EIX
+21.5%
+118.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.1% |
| 7D | -0.6% | +0.8% | -1.4% | -1.0% |
| 30D | -1.4% | -18.8% | +17.4% | +5.5% |
| 3M | -10.6% | -19.7% | +9.1% | -4.0% |
| 6M | -9.9% | -18.2% | +8.3% | -4.3% |
| YTD | +1.2% | -1.7% | +2.9% | -2.1% |
| 1Y | +4.4% | +7.8% | -3.3% | -3.8% |
| 3Y | +68.6% | -5.6% | +74.2% | +60.9% |
| 5Y | +98.0% | +23.7% | +74.3% | +62.8% |
| All | +140.2% | +21.5% | +118.8% | +82.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling