-5.5%
ETN vs RVTY
+74.0%
-79.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -2.5% | -7.4% | -9.4% |
| 7D | -10.1% | -3.6% | -6.6% | -9.7% |
| 30D | -18.4% | +1.4% | -19.7% | -18.5% |
| 3M | -20.4% | +43.2% | -63.6% | -24.4% |
| 6M | -16.0% | +84.5% | -100.5% | -23.8% |
| YTD | +11.8% | +65.2% | -53.4% | -0.8% |
| 1Y | -5.5% | +74.3% | -79.8% | -16.8% |
| All | -5.5% | +74.0% | -79.5% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 1y: compounded portfolio wealth divided by compounded RVTY 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…
1y analysis · Full analysis span regression · 6 months rolling