+544.6%
ETN vs VST
+1,139.0%
-594.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.3% |
| 7D | +3.6% | +6.6% | -3.0% | +1.2% |
| 30D | -13.4% | -12.4% | -1.0% | -9.1% |
| 3M | -21.9% | -9.0% | -12.9% | -19.4% |
| 6M | -12.8% | -6.4% | -6.3% | -10.9% |
| YTD | +12.1% | -17.2% | +29.3% | +17.4% |
| 1Y | +0.8% | -22.0% | +22.9% | +7.6% |
| 3Y | +64.5% | +296.7% | -232.2% | -9.9% |
| 5Y | +121.7% | +637.6% | -515.9% | -6.0% |
| All | +544.6% | +1,139.0% | -594.4% | +128.6% |
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