+309.6%
NSC vs EIX
+29.5%
+280.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.5% | -0.3% | -2.0% |
| 7D | -6.6% | +1.0% | -7.6% | -6.9% |
| 30D | +2.2% | +9.1% | -7.0% | -0.7% |
| 3M | -6.2% | -10.2% | +4.0% | -4.6% |
| 6M | +1.7% | -11.2% | +12.9% | +3.4% |
| YTD | +12.2% | +4.5% | +7.7% | +7.3% |
| 1Y | +15.4% | +10.9% | +4.5% | +7.9% |
| 3Y | +73.3% | +8.4% | +64.9% | +58.9% |
| 5Y | +24.7% | +18.0% | +6.7% | +9.4% |
| All | +309.6% | +29.5% | +280.1% | +239.7% |
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