+27.2%
EIX vs ETR
+129.9%
-102.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.2% | +3.3% | +3.8% |
| 7D | +0.9% | +1.4% | -0.5% | 0.0% |
| 30D | -13.5% | +1.9% | -15.4% | -14.5% |
| 3M | -15.3% | +1.0% | -16.2% | -15.8% |
| 6M | -15.3% | +4.8% | -20.2% | -18.1% |
| YTD | +2.7% | +19.5% | -16.8% | -8.6% |
| 1Y | +17.4% | +28.1% | -10.7% | -0.3% |
| 3Y | -1.3% | +151.1% | -152.5% | -49.8% |
| 5Y | +27.2% | +125.2% | -98.0% | -29.7% |
| All | +27.2% | +129.9% | -102.7% | -29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling