+20,176.5%
ETN vs ROST
+68,667.5%
-48,491.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.1% | -1.3% |
| 7D | +6.2% | -2.2% | +8.5% | +6.7% |
| 30D | -6.7% | -11.4% | +4.7% | -4.3% |
| 3M | +3.6% | -1.6% | +5.2% | +3.7% |
| 6M | +18.3% | +6.8% | +11.5% | +16.1% |
| YTD | +31.5% | +25.8% | +5.6% | +24.4% |
| 1Y | +20.6% | +52.4% | -31.8% | +9.4% |
| 3Y | +82.5% | +94.4% | -11.8% | +56.7% |
| 5Y | +177.8% | +108.2% | +69.6% | +131.4% |
| 10Y | +705.0% | +308.5% | +396.5% | +486.1% |
| All | +20,176.5% | +68,667.5% | -48,491.1% | +7,740.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling