+175.7%
ETN vs VFC
-79.4%
+255.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.2% |
| 7D | +3.0% | -3.3% | +6.3% | +3.6% |
| 30D | -10.9% | -14.0% | +3.1% | -8.6% |
| 3M | +9.2% | -22.6% | +31.8% | +13.5% |
| 6M | +13.9% | -24.7% | +38.6% | +18.6% |
| YTD | +29.5% | -29.0% | +58.5% | +35.9% |
| 1Y | +14.2% | -13.8% | +28.0% | +15.3% |
| 3Y | +79.9% | -28.2% | +108.1% | +77.6% |
| 5Y | +175.7% | -79.0% | +254.7% | +314.8% |
| All | +175.7% | -79.4% | +255.1% | +314.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling