+1,196.5%
ENTG vs EIX
+578.8%
+617.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -9.3% | +1.0% | -10.3% | -9.6% |
| 30D | -16.4% | +8.9% | -25.2% | -18.8% |
| 3M | -3.8% | -9.8% | +5.9% | -2.6% |
| 6M | -6.9% | -10.2% | +3.3% | -6.3% |
| YTD | +65.0% | +5.9% | +59.0% | +56.4% |
| 1Y | +61.7% | +10.9% | +50.8% | +50.7% |
| 3Y | +46.6% | +10.2% | +36.4% | +33.9% |
| 5Y | -2.7% | +17.0% | -19.7% | -13.5% |
| 10Y | +743.3% | +35.1% | +708.2% | +574.4% |
| All | +1,196.5% | +578.8% | +617.7% | +555.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling