-1.7%
ETN vs VST
-25.0%
+23.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.8% |
| 7D | +10.1% | +19.2% | -9.0% | +1.9% |
| 30D | -15.9% | -17.2% | +1.2% | -9.7% |
| 3M | -21.7% | -8.1% | -13.6% | -19.4% |
| 6M | -10.1% | -8.1% | -1.9% | -7.2% |
| YTD | +14.0% | -16.3% | +30.3% | +18.0% |
| 1Y | -1.7% | -24.1% | +22.4% | +4.9% |
| All | -1.7% | -25.0% | +23.3% | +4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling