+542.6%
ETN vs VST
+968.1%
-425.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +10.6% | -6.1% | +0.6% |
| 7D | -7.6% | -9.8% | +2.2% | -4.0% |
| 30D | -20.8% | -25.1% | +4.4% | -12.1% |
| 3M | -23.6% | -11.6% | -12.0% | -20.3% |
| 6M | -18.5% | -20.9% | +2.4% | -11.6% |
| YTD | +8.2% | -22.3% | +30.5% | +16.0% |
| 1Y | -8.7% | -32.0% | +23.3% | +2.3% |
| 3Y | +63.3% | +262.4% | -199.1% | -6.8% |
| 5Y | +115.6% | +563.4% | -447.8% | -3.8% |
| 10Y | +586.7% | +1,120.7% | -534.0% | +155.3% |
| All | +542.6% | +968.1% | -425.5% | +138.5% |
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