+19.4%
ETN vs VFC
-10.6%
+30.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.4% | -0.4% | +3.1% |
| 7D | +3.5% | -1.4% | +4.9% | +3.8% |
| 30D | -7.5% | -9.0% | +1.5% | -5.9% |
| 3M | +8.3% | -24.2% | +32.5% | +13.6% |
| 6M | +20.2% | -18.5% | +38.7% | +23.5% |
| YTD | +34.7% | -25.9% | +60.5% | +40.4% |
| 1Y | +19.4% | -13.0% | +32.4% | +19.9% |
| All | +19.4% | -10.6% | +30.1% | +19.9% |
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