+65.1%
ETN vs VLTO
+70.5%
-5.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -9.3% | +1.6% | -10.9% | -9.6% |
| 30D | -17.3% | +22.0% | -39.3% | -20.9% |
| 3M | -20.1% | +21.9% | -42.0% | -23.6% |
| 6M | -11.3% | +36.5% | -47.8% | -18.8% |
| YTD | +12.5% | +19.0% | -6.5% | +8.6% |
| 1Y | -5.6% | +21.0% | -26.6% | -9.8% |
| All | +65.1% | +70.5% | -5.5% | +47.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling