+79.0%
ENB vs EIX
0.0%
+79.0%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.5% | -3.7% | -0.1% |
| 7D | -0.5% | +0.9% | -1.4% | -0.7% |
| 30D | -0.2% | -13.5% | +13.3% | +1.5% |
| 3M | -7.5% | -15.3% | +7.7% | -5.4% |
| 6M | -4.1% | -15.3% | +11.2% | -2.0% |
| YTD | +9.8% | +2.7% | +7.1% | +7.3% |
| 1Y | +8.7% | +17.4% | -8.8% | +2.8% |
| 3Y | +79.0% | -1.3% | +80.3% | +77.8% |
| All | +79.0% | 0.0% | +79.0% | +77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 3y: compounded portfolio wealth divided by compounded EIX 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…
3y analysis · Full analysis span regression · 6 months rolling