+20,513.9%
ETN vs VFC
+827.5%
+19,686.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.9% | +4.6% | +3.3% |
| 7D | +8.0% | +0.8% | +7.2% | +7.7% |
| 30D | -5.9% | -11.9% | +6.0% | -2.1% |
| 3M | +5.0% | -20.2% | +25.1% | +11.6% |
| 6M | +22.4% | -23.0% | +45.4% | +30.8% |
| YTD | +33.6% | -26.2% | +59.9% | +44.0% |
| 1Y | +22.1% | -13.3% | +35.5% | +23.0% |
| 3Y | +85.6% | -25.5% | +111.1% | +67.2% |
| 5Y | +179.2% | -78.1% | +257.4% | +285.3% |
| 10Y | +687.3% | -68.8% | +756.1% | +811.4% |
| All | +20,513.9% | +827.5% | +19,686.4% | +10,429.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling