+300.2%
NEM vs EIX
+21.5%
+278.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.7% |
| 7D | -3.3% | +0.8% | -4.1% | -3.6% |
| 30D | +7.8% | -18.8% | +26.6% | +12.4% |
| 3M | +36.3% | -19.7% | +55.9% | +42.1% |
| 6M | +6.6% | -18.2% | +24.8% | +10.5% |
| YTD | +27.1% | -1.7% | +28.9% | +24.6% |
| 1Y | +62.3% | +7.8% | +54.6% | +54.6% |
| 3Y | +245.1% | -5.6% | +250.7% | +236.6% |
| 5Y | +154.0% | +23.7% | +130.3% | +129.0% |
| All | +300.2% | +21.5% | +278.7% | +214.0% |
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