+718.4%
ETN vs VCIT
+29.4%
+689.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.8% |
| 7D | +8.0% | +0.1% | +8.0% | +8.0% |
| 30D | -5.9% | -0.8% | -5.2% | -5.5% |
| 3M | +5.0% | -0.5% | +5.5% | +5.3% |
| 6M | +22.4% | -1.4% | +23.8% | +23.5% |
| YTD | +33.6% | -0.8% | +34.4% | +34.4% |
| 1Y | +22.1% | +0.3% | +21.8% | +22.1% |
| 3Y | +85.6% | +19.2% | +66.4% | +68.9% |
| 5Y | +179.2% | +3.6% | +175.7% | +167.6% |
| All | +718.4% | +29.4% | +689.0% | +775.3% |
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