+177.8%
ETN vs RBA
+39.8%
+138.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -1.0% | -1.5% |
| 7D | +6.2% | -1.9% | +8.1% | +6.7% |
| 30D | -6.7% | -13.0% | +6.3% | -3.6% |
| 3M | +3.6% | -23.1% | +26.7% | +9.8% |
| 6M | +18.3% | -22.6% | +40.9% | +24.9% |
| YTD | +31.5% | -20.4% | +51.8% | +37.0% |
| 1Y | +20.6% | -29.6% | +50.2% | +29.9% |
| 3Y | +82.5% | +26.6% | +56.0% | +68.0% |
| 5Y | +177.8% | +38.2% | +139.6% | +145.4% |
| All | +177.8% | +39.8% | +138.0% | +145.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling