+1,058.2%
EIX vs ETR
+4,412.2%
-3,354.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.1% |
| 7D | -19.1% | +1.4% | -20.5% | -19.9% |
| 30D | -16.9% | +1.0% | -17.9% | -17.4% |
| 3M | -20.0% | -1.3% | -18.8% | -19.4% |
| 6M | -21.3% | +1.9% | -23.2% | -22.6% |
| YTD | -1.7% | +18.2% | -19.9% | -11.9% |
| 1Y | +9.6% | +24.7% | -15.1% | -5.2% |
| 3Y | -3.7% | +150.7% | -154.4% | -47.7% |
| 5Y | +22.6% | +127.0% | -104.4% | -29.3% |
| 10Y | +17.7% | +295.5% | -277.8% | -52.5% |
| All | +1,058.2% | +4,412.2% | -3,354.0% | +56.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling