+706.7%
ETN vs VFC
-69.1%
+775.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.4% | -0.4% | +2.8% |
| 7D | +3.5% | -1.4% | +4.9% | +3.9% |
| 30D | -7.5% | -9.0% | +1.5% | -5.2% |
| 3M | +8.3% | -24.2% | +32.5% | +15.7% |
| 6M | +20.2% | -18.5% | +38.7% | +25.3% |
| YTD | +34.7% | -25.9% | +60.5% | +43.4% |
| 1Y | +19.4% | -13.0% | +32.4% | +20.3% |
| 3Y | +85.5% | -20.3% | +105.8% | +66.1% |
| 5Y | +186.6% | -78.1% | +264.7% | +346.9% |
| All | +706.7% | -69.1% | +775.7% | +945.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling