-49.7%
NRG vs EIX
+18.9%
-68.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +3.1% | -16.6% | -14.0% |
| 7D | -13.7% | +4.5% | -18.2% | -14.4% |
| 30D | -13.6% | +15.2% | -28.8% | -15.6% |
| 3M | -28.5% | -11.6% | -16.9% | -27.8% |
| 6M | -45.8% | -8.4% | -37.4% | -46.7% |
| YTD | -46.9% | +8.2% | -55.1% | -50.7% |
| 1Y | -49.7% | +16.6% | -66.3% | -55.1% |
| All | -49.7% | +18.9% | -68.6% | -55.1% |
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