+5,605.4%
NSC vs EIX
+1,083.9%
+4,521.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.3% |
| 7D | -5.5% | -19.1% | +13.6% | -1.3% |
| 30D | -3.2% | -16.9% | +13.7% | +0.2% |
| 3M | +7.7% | -20.0% | +27.7% | +12.4% |
| 6M | +4.5% | -21.3% | +25.8% | +9.4% |
| YTD | +15.6% | -1.7% | +17.3% | +14.0% |
| 1Y | +19.8% | +9.6% | +10.3% | +14.7% |
| 3Y | +70.1% | -3.7% | +73.8% | +65.8% |
| 5Y | +46.1% | +22.6% | +23.5% | +33.1% |
| 10Y | +328.1% | +17.7% | +310.4% | +281.8% |
| All | +5,605.4% | +1,083.9% | +4,521.4% | +2,571.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling