+1,144.0%
EIX vs ETR
+4,609.1%
-3,465.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.1% |
| 7D | -1.5% | +1.5% | -3.0% | -2.4% |
| 30D | +8.1% | +6.6% | +1.5% | +3.8% |
| 3M | -12.1% | +4.4% | -16.6% | -14.5% |
| 6M | -13.4% | -0.3% | -13.2% | -13.3% |
| YTD | +5.6% | +23.3% | -17.7% | -7.8% |
| 1Y | +7.8% | +18.9% | -11.0% | -3.7% |
| 3Y | +9.8% | +155.5% | -145.6% | -41.0% |
| 5Y | +18.8% | +159.9% | -141.1% | -37.0% |
| 10Y | +34.4% | +377.6% | -343.2% | -51.6% |
| All | +1,144.0% | +4,609.1% | -3,465.1% | +63.7% |
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 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