+48.8%
NU vs EIX
+6.6%
+42.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.1% |
| 7D | +7.5% | -19.1% | +26.6% | +11.0% |
| 30D | +6.1% | -16.9% | +23.1% | +8.8% |
| 3M | +26.8% | -20.0% | +46.8% | +31.0% |
| 6M | +2.5% | -21.3% | +23.8% | +6.1% |
| YTD | -8.2% | -1.7% | -6.5% | -10.5% |
| 1Y | +3.4% | +9.6% | -6.2% | -2.7% |
| 3Y | +116.2% | -3.7% | +119.8% | +105.2% |
| All | +48.8% | +6.6% | +42.1% | +31.9% |
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