+19.3%
ETN vs CBOE
+29.2%
-9.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.4% |
| 7D | +2.0% | -3.6% | +5.6% | +1.0% |
| 30D | -7.9% | +5.1% | -13.0% | -6.4% |
| 3M | -1.6% | +4.6% | -6.2% | 0.0% |
| 6M | +16.9% | -0.3% | +17.1% | +20.4% |
| YTD | +30.1% | +19.8% | +10.3% | +45.7% |
| 1Y | +19.3% | +28.4% | -9.1% | +39.5% |
| All | +19.3% | +29.2% | -9.9% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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