+1,250.5%
NOK vs EIX
+1,352.0%
-101.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.9% | -2.6% |
| 7D | +5.4% | +1.4% | +4.0% | +5.0% |
| 30D | -14.1% | +8.5% | -22.7% | -15.9% |
| 3M | -23.6% | -13.5% | -10.1% | -21.9% |
| 6M | -45.1% | -12.4% | -32.8% | -44.4% |
| YTD | +24.7% | +5.9% | +18.8% | +20.2% |
| 1Y | +19.0% | +7.6% | +11.4% | +14.2% |
| 3Y | +147.0% | +12.8% | +134.2% | +130.0% |
| 5Y | +58.2% | +19.2% | +38.9% | +44.2% |
| 10Y | +122.3% | +34.9% | +87.4% | +88.3% |
| All | +1,250.5% | +1,352.0% | -101.5% | +696.8% |
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