+20,513.9%
ETN vs RVTY
+2,356.0%
+18,157.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.4% | +5.2% | +3.4% |
| 7D | +8.0% | +0.4% | +7.7% | +7.9% |
| 30D | -5.9% | +10.8% | -16.7% | -8.6% |
| 3M | +5.0% | +26.8% | -21.8% | -1.9% |
| 6M | +22.4% | +39.3% | -16.9% | +10.9% |
| YTD | +33.6% | +31.6% | +2.0% | +22.3% |
| 1Y | +22.1% | +47.7% | -25.6% | +7.9% |
| 3Y | +85.6% | +19.9% | +65.7% | +69.1% |
| 5Y | +179.2% | -32.3% | +211.6% | +192.5% |
| 10Y | +687.3% | +138.4% | +548.9% | +487.5% |
| All | +20,513.9% | +2,356.0% | +18,157.9% | +8,297.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling