+76.2%
ETN vs VLTO
+56.3%
+19.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -21.1% |
| 3M | -20.1% | +21.9% | -42.0% | -23.9% |
| 6M | -11.3% | +36.5% | -47.8% | -19.2% |
| YTD | +12.5% | +19.0% | -6.5% | +8.0% |
| 1Y | -5.6% | +21.0% | -26.6% | -10.3% |
| 3Y | +65.6% | +69.9% | -4.3% | +40.3% |
| All | +76.2% | +56.3% | +19.9% | +57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling