+1.3%
FSLR vs ETHA
-44.4%
+45.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | -1.1% |
| 7D | 0.0% | +0.8% | -0.8% | -0.1% |
| 30D | -13.7% | +27.9% | -41.6% | -16.7% |
| 3M | -35.1% | +38.3% | -73.4% | -38.1% |
| 6M | +3.6% | +14.0% | -10.3% | +0.6% |
| YTD | -21.7% | -17.4% | -4.3% | -18.1% |
| 1Y | +1.3% | -42.7% | +43.9% | +12.7% |
| All | +1.3% | -44.4% | +45.6% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 1y: compounded portfolio wealth divided by compounded ETHA 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…
1y analysis · Full analysis span regression · 6 months rolling