+19.3%
ETN vs EIX
+7.5%
+11.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.6% | +3.5% |
| 7D | +2.0% | -19.1% | +21.1% | +1.5% |
| 30D | -7.9% | -16.9% | +9.0% | -8.2% |
| 3M | -1.6% | -20.0% | +18.4% | -3.6% |
| 6M | +16.9% | -21.3% | +38.2% | +14.3% |
| YTD | +30.1% | -1.7% | +31.8% | +27.1% |
| 1Y | +19.3% | +9.6% | +9.7% | +17.1% |
| All | +19.3% | +7.5% | +11.8% | +17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling