-29.2%
ETHA vs EIX
-15.1%
-14.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.4% | +0.2% |
| 7D | +2.9% | +4.1% | -1.1% | +1.8% |
| 30D | +31.4% | -15.3% | +46.7% | +35.3% |
| 3M | +48.9% | -18.4% | +67.3% | +55.0% |
| 6M | +20.9% | -16.8% | +37.7% | +23.9% |
| YTD | -17.2% | -0.6% | -16.6% | -22.6% |
| 1Y | -42.8% | +10.7% | -53.4% | -49.6% |
| All | -29.2% | -15.1% | -14.1% | -47.8% |
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