+157.7%
NEM vs EIX
+24.3%
+133.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.5% | +2.2% |
| 7D | +3.1% | +4.1% | -1.0% | +1.8% |
| 30D | +10.0% | -15.3% | +25.3% | +13.5% |
| 3M | +30.9% | -18.4% | +49.3% | +36.3% |
| 6M | +10.5% | -16.8% | +27.4% | +14.2% |
| YTD | +29.7% | -0.6% | +30.3% | +25.2% |
| 1Y | +71.1% | +10.7% | +60.5% | +58.4% |
| 3Y | +252.1% | -4.5% | +256.6% | +235.8% |
| 5Y | +157.7% | +24.0% | +133.7% | +115.7% |
| All | +157.7% | +24.3% | +133.4% | +115.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling