+229.6%
ETN vs ROIV
+276.5%
-46.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.6% |
| 7D | +3.6% | +1.7% | +1.9% | +3.5% |
| 30D | -13.4% | +17.6% | -31.0% | -14.7% |
| 3M | -21.9% | +9.0% | -30.9% | -22.7% |
| 6M | -12.8% | +35.3% | -48.1% | -15.5% |
| YTD | +12.1% | +82.2% | -70.1% | +5.7% |
| 1Y | +0.8% | +92.3% | -91.4% | -5.4% |
| 3Y | +64.5% | +336.8% | -272.3% | +44.9% |
| 5Y | +121.7% | +370.6% | -248.9% | +85.1% |
| All | +229.6% | +276.5% | -46.9% | +186.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 10y: compounded portfolio wealth divided by compounded ROIV 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…
10y analysis · Full analysis span regression · 6 months rolling