-7.1%
FSLR vs ETHA
-30.2%
+23.1%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | -0.1% | -2.4% | +2.3% | +0.3% |
| 30D | -14.0% | +30.9% | -44.9% | -18.1% |
| 3M | -16.9% | +51.1% | -68.0% | -22.9% |
| 6M | +4.7% | +20.5% | -15.8% | +0.6% |
| YTD | -20.7% | -17.3% | -3.4% | -19.1% |
| 1Y | +1.7% | -43.2% | +44.9% | +10.1% |
| All | -7.1% | -30.2% | +23.1% | -9.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling