-10.1%
ETN vs ROIV
+37.8%
-47.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +4.0% | +0.4% |
| 7D | +10.1% | +9.2% | +0.9% | +8.4% |
| 30D | -15.9% | +19.9% | -35.8% | -18.5% |
| 3M | -21.7% | +10.6% | -32.3% | -23.4% |
| 6M | -10.1% | +36.1% | -46.2% | -15.9% |
| All | -10.1% | +37.8% | -47.9% | -15.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling