-4.4%
FSLR vs ETHA
-29.6%
+25.2%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.2% | +4.1% |
| 7D | +6.8% | +2.7% | +4.1% | +6.3% |
| 30D | -14.7% | +29.4% | -44.1% | -18.6% |
| 3M | -22.6% | +47.2% | -69.7% | -27.8% |
| 6M | +12.7% | +25.4% | -12.7% | +7.5% |
| YTD | -18.4% | -16.5% | -1.8% | -16.8% |
| 1Y | +4.9% | -42.3% | +47.3% | +13.3% |
| All | -4.4% | -29.6% | +25.2% | -7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling