-2.6%
ETN vs VLTO
+21.0%
-23.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -9.3% | +1.6% | -10.9% | -8.9% |
| 30D | -17.3% | +22.0% | -39.3% | -12.5% |
| 3M | -20.1% | +21.9% | -42.0% | -15.4% |
| 6M | -11.3% | +36.5% | -47.8% | -5.0% |
| YTD | +12.5% | +19.0% | -6.5% | +21.3% |
| All | -2.6% | +21.0% | -23.6% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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