+5,678.5%
NI vs EIX
+1,175.7%
+4,502.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | +4.3% | +1.4% | +2.9% | +3.8% |
| 30D | +12.4% | +8.5% | +3.8% | +9.3% |
| 3M | +10.2% | -13.5% | +23.6% | +13.5% |
| 6M | -0.8% | -12.4% | +11.5% | +1.6% |
| YTD | +13.2% | +5.9% | +7.3% | +8.5% |
| 1Y | +10.1% | +7.6% | +2.5% | +4.9% |
| 3Y | +103.1% | +12.8% | +90.3% | +86.8% |
| 5Y | +115.5% | +19.2% | +96.3% | +94.9% |
| 10Y | +195.5% | +34.9% | +160.6% | +150.6% |
| All | +5,678.5% | +1,175.7% | +4,502.8% | +2,411.8% |
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