+20,176.5%
ETN vs VMC
+3,084.3%
+17,092.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.6% | -0.3% |
| 7D | +6.2% | -5.3% | +11.6% | +8.6% |
| 30D | -6.7% | -12.3% | +5.6% | -1.5% |
| 3M | +3.6% | -10.3% | +13.9% | +7.9% |
| 6M | +18.3% | -8.6% | +26.9% | +22.1% |
| YTD | +31.5% | -11.9% | +43.3% | +37.1% |
| 1Y | +20.6% | -13.9% | +34.5% | +26.9% |
| 3Y | +82.5% | +18.2% | +64.4% | +68.2% |
| 5Y | +177.8% | +47.7% | +130.0% | +132.2% |
| 10Y | +705.0% | +152.5% | +552.5% | +416.6% |
| All | +20,176.5% | +3,084.3% | +17,092.2% | +5,421.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling