+22.9%
EIX vs ETR
+288.4%
-265.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -1.9% | -2.3% |
| 7D | +4.1% | +0.4% | +3.7% | +3.8% |
| 30D | -15.3% | +2.0% | -17.4% | -16.5% |
| 3M | -18.4% | -1.7% | -16.7% | -17.5% |
| 6M | -16.8% | +3.6% | -20.4% | -19.2% |
| YTD | -0.6% | +18.0% | -18.6% | -11.8% |
| 1Y | +10.7% | +26.2% | -15.6% | -6.6% |
| 3Y | -4.5% | +148.0% | -152.5% | -52.2% |
| 5Y | +24.0% | +126.1% | -102.0% | -33.9% |
| 10Y | +22.9% | +302.3% | -279.4% | -57.0% |
| All | +22.9% | +288.4% | -265.5% | -57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 10y: compounded portfolio wealth divided by compounded ETR 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…
10y analysis · Full analysis span regression · 6 months rolling