+680.8%
ETN vs VST
+1,191.1%
-510.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | +6.2% | +5.3% | +0.9% | +4.3% |
| 30D | -6.7% | +5.8% | -12.4% | -8.5% |
| 3M | +3.6% | +3.5% | +0.1% | +2.4% |
| 6M | +18.3% | -7.4% | +25.7% | +20.6% |
| YTD | +31.5% | -6.1% | +37.5% | +32.0% |
| 1Y | +20.6% | -21.6% | +42.2% | +28.0% |
| 3Y | +82.5% | +357.2% | -274.6% | -4.1% |
| 5Y | +177.8% | +777.0% | -599.3% | +11.6% |
| All | +680.8% | +1,191.1% | -510.3% | +171.2% |
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