-5.5%
ETN vs VFC
+52.5%
-57.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +4.4% | -14.3% | -10.7% |
| 7D | -10.1% | +21.5% | -31.6% | -13.7% |
| 30D | -18.4% | +46.7% | -65.1% | -25.0% |
| 3M | -20.4% | +38.4% | -58.8% | -26.2% |
| 6M | -16.0% | +15.2% | -31.2% | -19.3% |
| YTD | +11.8% | +17.8% | -6.0% | +4.8% |
| 1Y | -5.5% | +55.6% | -61.0% | -19.1% |
| All | -5.5% | +52.5% | -57.9% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling