+41.5%
NU vs EIX
+5.2%
+36.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.3% | -2.4% |
| 7D | -4.9% | -1.4% | -3.5% | -4.7% |
| 30D | +7.8% | -19.3% | +27.1% | +11.2% |
| 3M | +20.9% | -21.7% | +42.6% | +25.4% |
| 6M | +0.9% | -19.8% | +20.7% | +3.9% |
| YTD | -12.7% | -3.0% | -9.6% | -14.7% |
| 1Y | -6.4% | +5.1% | -11.5% | -10.9% |
| 3Y | +98.1% | -7.0% | +105.1% | +90.6% |
| All | +41.5% | +5.2% | +36.3% | +25.8% |
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 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