+529.5%
ETN vs VST
+1,174.0%
-644.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -0.7% |
| 7D | -9.6% | -6.0% | -3.5% | -7.5% |
| 30D | -17.6% | -18.8% | +1.2% | -11.1% |
| 3M | -20.4% | -8.0% | -12.4% | -18.2% |
| 6M | -11.6% | -10.9% | -0.6% | -8.0% |
| YTD | +12.1% | -18.3% | +30.5% | +18.1% |
| 1Y | -5.9% | -29.9% | +24.0% | +4.4% |
| 3Y | +65.1% | +290.3% | -225.2% | -8.8% |
| 5Y | +121.7% | +635.3% | -513.5% | -5.5% |
| 10Y | +529.5% | +1,162.4% | -632.8% | +128.8% |
| All | +529.5% | +1,174.0% | -644.5% | +128.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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