+705.0%
ETN vs VCIT
+29.2%
+675.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.5% | -1.5% |
| 7D | +6.2% | -0.2% | +6.4% | +6.4% |
| 30D | -6.7% | -0.5% | -6.2% | -6.4% |
| 3M | +3.6% | -0.9% | +4.5% | +4.2% |
| 6M | +18.3% | -1.9% | +20.3% | +19.7% |
| YTD | +31.5% | -1.0% | +32.4% | +32.3% |
| 1Y | +20.6% | +0.2% | +20.3% | +20.6% |
| 3Y | +82.5% | +19.0% | +63.5% | +66.3% |
| 5Y | +177.8% | +3.1% | +174.7% | +166.8% |
| 10Y | +705.0% | +29.8% | +675.3% | +761.9% |
| All | +705.0% | +29.2% | +675.8% | +761.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded VCIT 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling