+85.5%
ETN vs CBOE
+89.1%
-3.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.2% | +6.2% | +3.3% |
| 7D | +3.5% | -5.8% | +9.3% | +1.6% |
| 30D | -7.5% | -3.1% | -4.4% | -8.3% |
| 3M | +8.3% | -4.8% | +13.1% | +7.2% |
| 6M | +20.2% | -0.6% | +20.7% | +22.8% |
| YTD | +34.7% | +12.8% | +21.9% | +44.7% |
| 1Y | +19.4% | +19.8% | -0.3% | +31.6% |
| 3Y | +85.5% | +86.9% | -1.4% | +114.5% |
| All | +85.5% | +89.1% | -3.6% | +114.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling