+555.7%
ETN vs VCIT
+31.2%
+524.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.2% | -0.1% |
| 7D | +10.1% | -1.4% | +11.5% | +11.0% |
| 30D | -15.9% | +0.8% | -16.7% | -16.4% |
| 3M | -21.7% | -1.7% | -20.0% | -21.0% |
| 6M | -10.1% | -2.1% | -8.0% | -9.0% |
| YTD | +14.0% | -2.0% | +16.0% | +15.4% |
| 1Y | -1.7% | -1.5% | -0.2% | -0.8% |
| 3Y | +67.9% | +19.0% | +48.9% | +52.6% |
| 5Y | +125.5% | +3.8% | +121.8% | +116.3% |
| All | +555.7% | +31.2% | +524.4% | +616.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling