+5,093.9%
NI vs EIX
+1,097.9%
+3,995.9%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.6% | +0.5% |
| 7D | +1.3% | +4.1% | -2.8% | -0.1% |
| 30D | -0.3% | -15.3% | +15.1% | +3.5% |
| 3M | -9.5% | -18.4% | +9.0% | -4.9% |
| 6M | -10.2% | -16.8% | +6.6% | -6.5% |
| YTD | +1.8% | -0.6% | +2.3% | -0.3% |
| 1Y | +5.7% | +10.7% | -5.0% | -0.4% |
| 3Y | +69.6% | -4.5% | +74.1% | +65.3% |
| 5Y | +95.8% | +24.0% | +71.7% | +74.8% |
| 10Y | +145.1% | +22.9% | +122.2% | +114.5% |
| All | +5,093.9% | +1,097.9% | +3,995.9% | +2,206.8% |
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