+76.4%
NSC vs EIX
+10.1%
+66.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | -3.5% | -2.5% | -1.0% | -3.1% |
| 30D | +3.9% | +7.7% | -3.7% | +2.6% |
| 3M | -0.8% | -12.9% | +12.1% | +1.1% |
| 6M | +7.1% | -12.7% | +19.8% | +8.8% |
| YTD | +16.4% | +5.5% | +11.0% | +12.8% |
| 1Y | +16.9% | +9.4% | +7.5% | +12.2% |
| All | +76.4% | +10.1% | +66.3% | +61.4% |
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 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