+170.4%
NXT vs EIX
+1.8%
+168.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.2% | -0.4% | -3.0% |
| 7D | -0.2% | +4.1% | -4.3% | -0.9% |
| 30D | -20.0% | -15.3% | -4.6% | -18.1% |
| 3M | -30.9% | -18.4% | -12.5% | -28.9% |
| 6M | -23.8% | -16.8% | -7.0% | -21.8% |
| YTD | -5.4% | -0.6% | -4.9% | -6.9% |
| 1Y | +28.0% | +10.7% | +17.4% | +22.8% |
| 3Y | +93.3% | -4.5% | +97.8% | +84.2% |
| All | +170.4% | +1.8% | +168.6% | +167.2% |
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 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