+1,065.2%
NRG vs EIX
+19.9%
+1,045.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +2.1% |
| 7D | -4.7% | -1.4% | -3.3% | -4.2% |
| 30D | -6.0% | -19.3% | +13.3% | -0.1% |
| 3M | -8.0% | -21.7% | +13.7% | -1.4% |
| 6M | -23.2% | -19.8% | -3.3% | -18.6% |
| YTD | -28.1% | -3.0% | -25.0% | -29.6% |
| 1Y | -27.3% | +5.1% | -32.4% | -31.5% |
| 3Y | +208.7% | -7.0% | +215.6% | +198.4% |
| 5Y | +197.7% | +22.0% | +175.6% | +155.2% |
| All | +1,065.2% | +19.9% | +1,045.3% | +819.5% |
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