+175.7%
ETN vs ROIV
+310.6%
-135.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.3% |
| 7D | +3.0% | +19.0% | -15.9% | +1.3% |
| 30D | -10.9% | +16.1% | -27.1% | -12.3% |
| 3M | +9.2% | +44.1% | -34.9% | +5.5% |
| 6M | +13.9% | +37.8% | -23.9% | +10.3% |
| YTD | +29.5% | +88.7% | -59.1% | +21.9% |
| 1Y | +14.2% | +197.3% | -183.1% | +3.5% |
| 3Y | +79.9% | +224.9% | -145.0% | +60.0% |
| 5Y | +175.7% | +311.0% | -135.4% | +128.4% |
| All | +175.7% | +310.6% | -135.0% | +128.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling