-29.3%
ETHA vs FCEL
-1.9%
-27.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.9% | +5.8% | +0.5% |
| 7D | -2.4% | +6.3% | -8.7% | -3.2% |
| 30D | +30.9% | -18.8% | +49.7% | +32.6% |
| 3M | +51.1% | -3.8% | +55.0% | +45.4% |
| 6M | +20.5% | +121.1% | -100.6% | -0.5% |
| YTD | -17.3% | +113.3% | -130.5% | -31.4% |
| 1Y | -43.2% | +173.5% | -216.8% | -54.6% |
| All | -29.3% | -1.9% | -27.3% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 FCEL 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