+706.7%
ETN vs VCLT
+17.1%
+689.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +3.9% | +4.0% |
| 7D | +3.5% | -1.4% | +4.9% | +4.0% |
| 30D | -7.5% | -1.2% | -6.3% | -7.2% |
| 3M | +8.3% | -4.8% | +13.1% | +10.1% |
| 6M | +20.2% | -2.6% | +22.8% | +21.3% |
| YTD | +34.7% | -3.3% | +38.0% | +36.2% |
| 1Y | +19.4% | -4.8% | +24.3% | +21.4% |
| 3Y | +85.5% | +11.5% | +74.0% | +78.8% |
| 5Y | +186.6% | -17.0% | +203.6% | +196.8% |
| All | +706.7% | +17.1% | +689.6% | +747.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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