+230.2%
NXT vs EIX
+7.9%
+222.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.2% | +0.9% |
| 7D | -5.7% | -2.5% | -3.2% | -5.2% |
| 30D | +18.5% | +7.7% | +10.8% | +16.9% |
| 3M | -4.1% | -12.9% | +8.8% | -2.3% |
| 6M | -20.3% | -12.7% | -7.6% | -19.1% |
| YTD | +15.5% | +5.5% | +10.0% | +12.5% |
| 1Y | -5.0% | +9.4% | -14.3% | -8.3% |
| 3Y | +191.6% | +9.7% | +182.0% | +178.7% |
| All | +230.2% | +7.9% | +222.3% | +222.6% |
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