+122.3%
ETN vs VCIT
+3.2%
+119.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.1% | +5.1% | +5.1% |
| 7D | -1.8% | +0.7% | -2.6% | -2.4% |
| 30D | -16.4% | +1.8% | -18.2% | -17.5% |
| 3M | -19.9% | -1.6% | -18.4% | -19.1% |
| 6M | -10.3% | -2.1% | -8.2% | -8.9% |
| YTD | +13.8% | -1.6% | +15.3% | +15.1% |
| 1Y | -3.1% | -0.8% | -2.3% | -2.3% |
| 3Y | +70.1% | +19.9% | +50.2% | +50.9% |
| 5Y | +122.3% | +3.3% | +119.0% | +106.5% |
| All | +122.3% | +3.2% | +119.1% | +106.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling