+212.0%
NXT vs EIX
+8.4%
+203.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.5% |
| 7D | -9.4% | +1.4% | -10.8% | -9.7% |
| 30D | +15.1% | +8.5% | +6.6% | +13.3% |
| 3M | -9.1% | -13.5% | +4.3% | -7.3% |
| 6M | -30.3% | -12.4% | -18.0% | -29.3% |
| YTD | +9.1% | +5.9% | +3.2% | +6.2% |
| 1Y | +7.9% | +7.6% | +0.3% | +4.6% |
| 3Y | +176.5% | +12.8% | +163.7% | +163.8% |
| All | +212.0% | +8.4% | +203.6% | +204.5% |
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