+175.7%
ETN vs EIX
+22.7%
+153.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.2% |
| 7D | +3.0% | +0.8% | +2.2% | +2.9% |
| 30D | -10.9% | -18.8% | +7.9% | -8.1% |
| 3M | +9.2% | -19.7% | +28.9% | +12.2% |
| 6M | +13.9% | -18.2% | +32.1% | +16.2% |
| YTD | +29.5% | -1.7% | +31.3% | +25.3% |
| 1Y | +14.2% | +7.8% | +6.5% | +7.2% |
| 3Y | +79.9% | -5.6% | +85.5% | +69.4% |
| 5Y | +175.7% | +23.7% | +152.0% | +129.9% |
| All | +175.7% | +22.7% | +153.0% | +129.9% |
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