+299.9%
NSC vs EIX
+34.4%
+265.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | -3.5% | -2.5% | -1.0% | -2.7% |
| 30D | +3.9% | +7.7% | -3.7% | +1.5% |
| 3M | -0.8% | -12.9% | +12.1% | +2.0% |
| 6M | +7.1% | -12.7% | +19.8% | +9.6% |
| YTD | +16.4% | +5.5% | +11.0% | +11.0% |
| 1Y | +16.9% | +9.4% | +7.5% | +9.9% |
| 3Y | +78.4% | +9.7% | +68.7% | +62.7% |
| 5Y | +33.1% | +16.9% | +16.2% | +17.1% |
| 10Y | +299.9% | +34.3% | +265.6% | +230.2% |
| All | +299.9% | +34.4% | +265.5% | +230.2% |
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