+433.6%
NEM vs EIX
+1,170.2%
-736.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.8% | -1.2% |
| 7D | +0.3% | -2.5% | +2.8% | +0.6% |
| 30D | +1.1% | +7.7% | -6.6% | +0.2% |
| 3M | +1.3% | -12.9% | +14.1% | +2.5% |
| 6M | -1.4% | -12.7% | +11.3% | -0.4% |
| YTD | +19.4% | +5.5% | +14.0% | +17.5% |
| 1Y | +32.9% | +9.4% | +23.6% | +30.2% |
| 3Y | +267.0% | +9.7% | +257.3% | +257.4% |
| 5Y | +131.0% | +16.9% | +114.1% | +122.9% |
| 10Y | +379.9% | +34.3% | +345.6% | +347.9% |
| All | +433.6% | +1,170.2% | -736.6% | +470.2% |
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 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