-4.5%
ETN vs VST
-30.9%
+26.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +7.3% | -2.2% | +1.9% |
| 7D | -1.8% | -0.5% | -1.3% | -1.7% |
| 30D | -16.4% | -17.1% | +0.7% | -10.1% |
| 3M | -19.9% | -4.6% | -15.3% | -18.6% |
| 6M | -10.3% | -9.1% | -1.2% | -7.0% |
| YTD | +13.8% | -16.6% | +30.4% | +18.0% |
| All | -4.5% | -30.9% | +26.3% | +5.0% |
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