+575.6%
NUE vs EIX
+19.9%
+555.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.9% |
| 7D | -0.6% | -1.4% | +0.7% | -0.3% |
| 30D | -4.6% | -19.3% | +14.8% | -0.1% |
| 3M | -0.3% | -21.7% | +21.3% | +5.1% |
| 6M | +51.9% | -19.8% | +71.7% | +58.6% |
| YTD | +60.0% | -3.0% | +63.0% | +56.4% |
| 1Y | +82.9% | +5.1% | +77.8% | +73.5% |
| 3Y | +66.0% | -7.0% | +72.9% | +59.4% |
| 5Y | +149.0% | +22.0% | +126.9% | +114.0% |
| All | +575.6% | +19.9% | +555.8% | +463.5% |
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 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