+20.1%
ENTG vs EIX
+28.1%
-8.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.5% | -2.8% | +0.4% |
| 7D | +8.9% | +0.9% | +8.0% | +8.5% |
| 30D | -7.2% | -13.5% | +6.3% | -4.7% |
| 3M | +6.4% | -15.3% | +21.7% | +9.1% |
| 6M | +25.7% | -15.3% | +41.0% | +28.4% |
| YTD | +67.9% | +2.7% | +65.1% | +58.0% |
| 1Y | +72.4% | +17.4% | +54.9% | +52.7% |
| 3Y | +48.4% | -1.3% | +49.8% | +33.2% |
| 5Y | +20.1% | +27.2% | -7.1% | -5.1% |
| All | +20.1% | +28.1% | -8.0% | -5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling