+78.4%
ETN vs EIX
-5.9%
+84.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.3% |
| 7D | +3.0% | +0.8% | +2.2% | +3.0% |
| 30D | -10.9% | -18.8% | +7.9% | -9.3% |
| 3M | +9.2% | -19.7% | +28.9% | +10.6% |
| 6M | +13.9% | -18.2% | +32.1% | +14.8% |
| YTD | +29.5% | -1.7% | +31.3% | +25.8% |
| 1Y | +14.2% | +7.8% | +6.5% | +8.6% |
| All | +78.4% | -5.9% | +84.3% | +64.5% |
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 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