+102.7%
NOK vs EIX
+24.3%
+78.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.2% | +1.6% |
| 7D | +9.3% | +4.1% | +5.3% | +8.6% |
| 30D | +17.9% | -15.3% | +33.2% | +20.4% |
| 3M | -22.3% | -18.4% | -3.9% | -20.4% |
| 6M | +36.4% | -16.8% | +53.2% | +38.7% |
| YTD | +66.3% | -0.6% | +66.9% | +61.4% |
| 1Y | +134.4% | +10.7% | +123.8% | +120.1% |
| 3Y | +186.6% | -4.5% | +191.1% | +174.8% |
| 5Y | +102.7% | +24.0% | +78.6% | +80.4% |
| All | +102.7% | +24.3% | +78.4% | +80.4% |
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