+87.8%
NUE vs EIX
+18.9%
+68.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.1% | -5.2% | -2.0% |
| 7D | -1.4% | +4.5% | -5.9% | -1.4% |
| 30D | +6.6% | +15.2% | -8.6% | +6.7% |
| 3M | -2.0% | -11.6% | +9.6% | -1.4% |
| 6M | +19.2% | -8.4% | +27.6% | +20.5% |
| YTD | +65.6% | +8.2% | +57.4% | +65.9% |
| 1Y | +87.8% | +16.6% | +71.3% | +86.8% |
| All | +87.8% | +18.9% | +68.9% | +86.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling