-28.7%
ETHA vs EIX
-12.3%
-16.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.5% | -3.4% | -0.2% |
| 7D | +2.7% | +0.9% | +1.8% | +2.3% |
| 30D | +29.4% | -13.5% | +42.9% | +32.7% |
| 3M | +47.2% | -15.3% | +62.4% | +51.4% |
| 6M | +25.4% | -15.3% | +40.7% | +28.3% |
| YTD | -16.5% | +2.7% | -19.3% | -22.7% |
| 1Y | -42.3% | +17.4% | -59.8% | -50.4% |
| All | -28.7% | -12.3% | -16.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling