+64.5%
ETN vs RBA
+63.1%
+1.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.9% |
| 7D | +3.6% | +1.7% | +1.9% | +3.2% |
| 30D | -13.4% | +8.3% | -21.7% | -15.3% |
| 3M | -21.9% | +10.5% | -32.4% | -24.1% |
| 6M | -12.8% | -5.9% | -6.9% | -12.5% |
| YTD | +12.1% | -6.9% | +19.0% | +11.6% |
| 1Y | +0.8% | -4.9% | +5.7% | -0.5% |
| 3Y | +64.5% | +64.5% | 0.0% | +35.2% |
| All | +64.5% | +63.1% | +1.4% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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