+190.4%
ETN vs VCLT
-17.2%
+207.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +3.9% | +3.9% |
| 7D | +3.5% | -1.4% | +4.9% | +4.1% |
| 30D | -7.5% | -1.2% | -6.3% | -7.1% |
| 3M | +8.3% | -4.8% | +13.1% | +10.4% |
| 6M | +20.2% | -2.6% | +22.8% | +21.6% |
| YTD | +34.7% | -3.3% | +38.0% | +36.5% |
| 1Y | +19.4% | -4.8% | +24.3% | +21.8% |
| 3Y | +85.5% | +11.5% | +74.0% | +77.1% |
| All | +190.4% | -17.2% | +207.6% | +197.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling