+118.0%
NOK vs EIX
+7.5%
+110.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.8% | +2.7% |
| 7D | -1.8% | -19.1% | +17.3% | -2.6% |
| 30D | +4.7% | -16.9% | +21.6% | +4.4% |
| 3M | -39.7% | -20.0% | -19.6% | -40.2% |
| 6M | +23.1% | -21.3% | +44.4% | +20.4% |
| YTD | +55.0% | -1.7% | +56.7% | +62.6% |
| 1Y | +118.0% | +9.6% | +108.5% | +134.3% |
| All | +118.0% | +7.5% | +110.5% | +134.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling