+282.5%
ETN vs ROIV
+232.7%
+49.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +1.9% | +3.3% |
| 7D | +2.0% | +0.6% | +1.4% | +1.9% |
| 30D | -7.9% | +1.0% | -8.9% | -8.0% |
| 3M | -1.6% | +18.3% | -19.9% | -3.1% |
| 6M | +16.9% | +18.3% | -1.4% | +14.9% |
| YTD | +30.1% | +61.0% | -30.9% | +24.3% |
| 1Y | +19.3% | +177.9% | -158.6% | +9.0% |
| 3Y | +82.5% | +199.1% | -116.5% | +64.4% |
| 5Y | +166.8% | +250.7% | -83.9% | +134.3% |
| All | +282.5% | +232.7% | +49.8% | +237.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling