+326.9%
NSC vs EIX
+23.2%
+303.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.5% | -5.0% | -1.9% |
| 7D | -1.5% | +0.9% | -2.4% | -1.9% |
| 30D | -1.9% | -13.5% | +11.6% | +1.1% |
| 3M | +6.2% | -15.3% | +21.5% | +9.9% |
| 6M | +9.2% | -15.3% | +24.5% | +12.8% |
| YTD | +15.0% | +2.7% | +12.3% | +10.7% |
| 1Y | +21.1% | +17.4% | +3.6% | +10.6% |
| 3Y | +78.6% | -1.3% | +79.9% | +69.7% |
| 5Y | +45.9% | +27.2% | +18.7% | +24.2% |
| 10Y | +326.9% | +22.7% | +304.1% | +250.4% |
| All | +326.9% | +23.2% | +303.7% | +250.4% |
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