+706.7%
ETN vs VMC
+156.6%
+550.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.9% | +3.1% | +3.5% |
| 7D | +3.5% | -3.8% | +7.3% | +5.5% |
| 30D | -7.5% | -9.7% | +2.2% | -2.7% |
| 3M | +8.3% | -9.6% | +18.0% | +13.1% |
| 6M | +20.2% | -4.8% | +25.0% | +22.2% |
| YTD | +34.7% | -10.9% | +45.5% | +40.5% |
| 1Y | +19.4% | -15.6% | +35.0% | +28.0% |
| 3Y | +85.5% | +19.3% | +66.2% | +66.1% |
| 5Y | +186.6% | +48.0% | +138.6% | +128.5% |
| All | +706.7% | +156.6% | +550.1% | +402.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 10y: compounded portfolio wealth divided by compounded VMC 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…
10y analysis · Full analysis span regression · 6 months rolling