+127.6%
NOK vs EIX
+21.5%
+106.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.0% |
| 7D | +8.7% | +0.8% | +7.9% | +8.5% |
| 30D | +12.5% | -18.8% | +31.3% | +16.7% |
| 3M | -20.7% | -19.7% | -1.1% | -17.9% |
| 6M | +36.2% | -18.2% | +54.4% | +40.1% |
| YTD | +64.1% | -1.7% | +65.9% | +60.6% |
| 1Y | +132.4% | +7.8% | +124.6% | +121.0% |
| 3Y | +182.9% | -5.6% | +188.5% | +174.1% |
| 5Y | +102.8% | +23.7% | +79.1% | +80.7% |
| All | +127.6% | +21.5% | +106.2% | +91.7% |
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