+74.6%
NSC vs EIX
-3.3%
+77.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.3% |
| 7D | -5.5% | -19.1% | +13.6% | -2.1% |
| 30D | -3.2% | -16.9% | +13.7% | -0.6% |
| 3M | +7.7% | -20.0% | +27.7% | +11.4% |
| 6M | +4.5% | -21.3% | +25.8% | +8.4% |
| YTD | +15.6% | -1.7% | +17.3% | +13.2% |
| 1Y | +19.8% | +9.6% | +10.3% | +14.0% |
| All | +74.6% | -3.3% | +77.9% | +66.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling