+672.6%
ETN vs VST
+1,175.7%
-503.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.5% | -0.1% | +2.2% |
| 7D | +2.0% | +8.9% | -6.9% | -1.1% |
| 30D | -7.9% | +6.2% | -14.1% | -9.9% |
| 3M | -1.6% | -2.7% | +1.1% | -0.6% |
| 6M | +16.9% | -8.4% | +25.2% | +19.5% |
| YTD | +30.1% | -7.2% | +37.3% | +31.1% |
| 1Y | +19.3% | -20.9% | +40.2% | +26.2% |
| 3Y | +82.5% | +384.0% | -301.5% | -6.0% |
| 5Y | +166.8% | +757.1% | -590.2% | +8.1% |
| All | +672.6% | +1,175.7% | -503.1% | +169.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling