+171.2%
ETN vs VST
+761.6%
-590.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.5% | -0.1% | +2.2% |
| 7D | +2.0% | +8.9% | -6.9% | -1.0% |
| 30D | -7.9% | +6.2% | -14.1% | -9.8% |
| 3M | -1.6% | -2.7% | +1.1% | -0.6% |
| 6M | +16.9% | -8.4% | +25.2% | +19.4% |
| YTD | +30.1% | -7.2% | +37.3% | +31.1% |
| 1Y | +19.3% | -20.9% | +40.2% | +25.9% |
| 3Y | +82.5% | +384.0% | -301.5% | +4.9% |
| All | +171.2% | +761.6% | -590.4% | +34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling