+10.7%
EIX vs ETR
+26.7%
-16.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -1.9% | -2.4% |
| 7D | +4.1% | +0.4% | +3.7% | +3.9% |
| 30D | -15.3% | +2.0% | -17.4% | -16.3% |
| 3M | -18.4% | -1.7% | -16.7% | -17.5% |
| 6M | -16.8% | +3.6% | -20.4% | -18.2% |
| YTD | -0.6% | +18.0% | -18.6% | -8.8% |
| 1Y | +10.7% | +26.2% | -15.6% | -3.1% |
| All | +10.7% | +26.7% | -16.0% | -3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling