+476.9%
NEM vs EIX
+1,083.9%
-607.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -1.9% |
| 7D | +0.3% | -19.1% | +19.4% | +2.6% |
| 30D | +23.1% | -16.9% | +40.0% | +25.4% |
| 3M | +18.5% | -20.0% | +38.5% | +21.2% |
| 6M | +7.8% | -21.3% | +29.1% | +10.5% |
| YTD | +29.1% | -1.7% | +30.8% | +28.3% |
| 1Y | +72.7% | +9.6% | +63.1% | +68.9% |
| 3Y | +248.7% | -3.7% | +252.4% | +245.5% |
| 5Y | +148.7% | +22.6% | +126.1% | +138.9% |
| 10Y | +304.8% | +17.7% | +287.1% | +283.6% |
| All | +476.9% | +1,083.9% | -607.0% | +522.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling