-26.0%
FSLR vs ETHA
-31.0%
+5.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.7% | -1.1% | +3.8% |
| 7D | +10.3% | +2.1% | +8.2% | +10.0% |
| 30D | +10.4% | -10.7% | +21.1% | +11.9% |
| 3M | -20.2% | +29.0% | -49.1% | -22.9% |
| 6M | -8.0% | +2.7% | -10.7% | -9.8% |
| YTD | -25.5% | -18.7% | -6.9% | -21.3% |
| 1Y | -26.0% | -24.8% | -1.1% | -20.8% |
| All | -26.0% | -31.0% | +5.0% | -20.8% |
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