+190.4%
ETN vs RVMD
+576.1%
-385.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +3.9% |
| 7D | +3.5% | -3.0% | +6.5% | +3.9% |
| 30D | -7.5% | -0.7% | -6.8% | -7.5% |
| 3M | +8.3% | +36.5% | -28.2% | +4.8% |
| 6M | +20.2% | +104.6% | -84.4% | +10.7% |
| YTD | +34.7% | +155.8% | -121.2% | +20.0% |
| 1Y | +19.4% | +340.7% | -321.2% | -0.5% |
| 3Y | +85.5% | +519.9% | -434.4% | +45.5% |
| All | +190.4% | +576.1% | -385.6% | +114.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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