+190.4%
ETN vs ROST
+114.0%
+76.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.3% | +1.6% | +3.1% |
| 7D | +3.5% | +0.2% | +3.3% | +3.5% |
| 30D | -7.5% | -6.9% | -0.6% | -5.3% |
| 3M | +8.3% | -3.3% | +11.6% | +9.1% |
| 6M | +20.2% | +9.0% | +11.1% | +15.3% |
| YTD | +34.7% | +28.9% | +5.8% | +21.1% |
| 1Y | +19.4% | +54.0% | -34.5% | +0.1% |
| 3Y | +85.5% | +100.7% | -15.2% | +39.6% |
| All | +190.4% | +114.0% | +76.5% | +104.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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