+82.5%
NUE vs EIX
+7.5%
+75.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.4% | -0.5% |
| 7D | +4.2% | -19.1% | +23.3% | +4.6% |
| 30D | -5.0% | -16.9% | +11.9% | -4.8% |
| 3M | -0.2% | -20.0% | +19.8% | +0.5% |
| 6M | +49.1% | -21.3% | +70.5% | +50.0% |
| YTD | +61.0% | -1.7% | +62.7% | +61.4% |
| 1Y | +82.5% | +9.6% | +73.0% | +80.5% |
| All | +82.5% | +7.5% | +75.0% | +80.5% |
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 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