+60.7%
NOK vs EIX
+18.4%
+42.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.9% | -2.6% |
| 7D | +5.4% | +1.4% | +4.0% | +5.1% |
| 30D | -14.1% | +8.5% | -22.7% | -15.5% |
| 3M | -23.6% | -13.5% | -10.1% | -22.1% |
| 6M | -45.1% | -12.4% | -32.8% | -44.7% |
| YTD | +24.7% | +5.9% | +18.8% | +19.4% |
| 1Y | +19.0% | +7.6% | +11.4% | +13.4% |
| 3Y | +147.0% | +12.8% | +134.2% | +124.0% |
| All | +60.7% | +18.4% | +42.3% | +40.4% |
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