-27.0%
ETHA vs EIX
-17.2%
-9.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.3% | +4.6% | +3.6% |
| 7D | +3.5% | -1.4% | +4.8% | +3.8% |
| 30D | +35.3% | -19.3% | +54.6% | +41.7% |
| 3M | +50.9% | -21.7% | +72.5% | +59.3% |
| 6M | +22.1% | -19.8% | +41.9% | +26.8% |
| YTD | -14.6% | -3.0% | -11.5% | -19.6% |
| 1Y | -42.8% | +5.1% | -47.9% | -48.5% |
| All | -27.0% | -17.2% | -9.7% | -45.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling