+45.2%
NU vs EIX
+7.9%
+37.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.0% | -1.6% |
| 7D | -2.6% | +4.1% | -6.7% | -3.3% |
| 30D | +8.2% | -15.3% | +23.5% | +10.5% |
| 3M | +26.3% | -18.4% | +44.7% | +29.8% |
| 6M | +2.2% | -16.8% | +19.1% | +4.5% |
| YTD | -10.4% | -0.6% | -9.8% | -12.9% |
| 1Y | -3.0% | +10.7% | -13.6% | -8.8% |
| 3Y | +120.3% | -4.5% | +124.7% | +110.8% |
| All | +45.2% | +7.9% | +37.3% | +28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling