+65.0%
NUE vs EIX
-4.8%
+69.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +0.9% |
| 7D | -2.3% | +4.1% | -6.4% | -2.7% |
| 30D | -6.1% | -15.3% | +9.2% | -4.9% |
| 3M | +1.7% | -18.4% | +20.1% | +3.5% |
| 6M | +53.1% | -16.8% | +69.9% | +55.2% |
| YTD | +59.0% | -0.6% | +59.6% | +56.0% |
| 1Y | +85.3% | +10.7% | +74.7% | +77.9% |
| All | +65.0% | -4.8% | +69.8% | +51.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling