+16.2%
NSC vs EIX
+11.3%
+5.0%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -3.4% | +1.0% | -4.4% | -3.5% |
| 30D | +3.6% | +8.9% | -5.2% | +2.7% |
| 3M | -1.4% | -9.8% | +8.4% | -0.7% |
| 6M | +6.0% | -10.2% | +16.2% | +5.8% |
| YTD | +15.5% | +5.9% | +9.6% | +9.7% |
| 1Y | +16.2% | +10.9% | +5.3% | +10.1% |
| All | +16.2% | +11.3% | +5.0% | +10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling