+195.6%
EIX vs ET
+1,311.7%
-1,116.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -1.5% | +3.0% | -4.5% | -1.9% |
| 30D | +8.1% | -3.5% | +11.6% | +8.7% |
| 3M | -12.1% | -5.6% | -6.5% | -11.5% |
| 6M | -13.4% | +0.5% | -13.9% | -13.7% |
| YTD | +5.6% | +26.3% | -20.8% | +1.4% |
| 1Y | +7.8% | +25.7% | -17.8% | +3.6% |
| 3Y | +9.8% | +85.1% | -75.3% | -1.1% |
| 5Y | +18.8% | +216.4% | -197.6% | -1.9% |
| 10Y | +34.4% | +160.9% | -126.5% | +8.3% |
| All | +195.6% | +1,311.7% | -1,116.1% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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