+60.7%
NEM vs EIX
+6.9%
+53.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.9% | +0.6% |
| 7D | -1.0% | -1.4% | +0.4% | -0.9% |
| 30D | +7.8% | -19.3% | +27.1% | +9.9% |
| 3M | +30.2% | -21.7% | +51.9% | +33.2% |
| 6M | +9.6% | -19.8% | +29.4% | +11.7% |
| YTD | +27.8% | -3.0% | +30.9% | +25.7% |
| 1Y | +60.7% | +5.1% | +55.6% | +51.8% |
| All | +60.7% | +6.9% | +53.8% | +51.8% |
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