+95.8%
NI vs EIX
+24.3%
+71.5%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.6% | +0.6% |
| 7D | +1.3% | +4.1% | -2.8% | -0.3% |
| 30D | -0.3% | -15.3% | +15.1% | +3.8% |
| 3M | -9.5% | -18.4% | +9.0% | -4.3% |
| 6M | -10.2% | -16.8% | +6.6% | -6.1% |
| YTD | +1.8% | -0.6% | +2.3% | -2.3% |
| 1Y | +5.7% | +10.7% | -5.0% | -3.8% |
| 3Y | +69.6% | -4.5% | +74.1% | +60.1% |
| 5Y | +95.8% | +24.0% | +71.7% | +59.4% |
| All | +95.8% | +24.3% | +71.5% | +59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling