+1,575.9%
NRG vs EIX
+544.4%
+1,031.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.5% | -4.0% | -2.1% |
| 7D | +9.3% | +0.9% | +8.3% | +8.4% |
| 30D | +1.3% | -13.5% | +14.8% | +6.2% |
| 3M | -6.0% | -15.3% | +9.3% | -0.8% |
| 6M | -22.0% | -15.3% | -6.6% | -17.9% |
| YTD | -24.1% | +2.7% | -26.9% | -29.1% |
| 1Y | -18.0% | +17.4% | -35.5% | -30.0% |
| 3Y | +220.0% | -1.3% | +221.4% | +190.6% |
| 5Y | +201.1% | +27.2% | +173.9% | +127.7% |
| 10Y | +1,085.1% | +22.7% | +1,062.4% | +703.2% |
| All | +1,575.9% | +544.4% | +1,031.5% | +339.5% |
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 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