+561.5%
ETN vs VT
+223.7%
+337.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.6% | +2.5% | +1.8% |
| 7D | -1.8% | +0.4% | -2.2% | -2.3% |
| 30D | -16.4% | -2.6% | -13.8% | -13.3% |
| 3M | -19.9% | -3.2% | -16.7% | -16.2% |
| 6M | -10.3% | +0.9% | -11.2% | -10.2% |
| YTD | +13.8% | +11.3% | +2.4% | +1.2% |
| 1Y | -3.1% | +14.0% | -17.1% | -16.1% |
| 3Y | +70.1% | +75.8% | -5.7% | -10.4% |
| 5Y | +122.3% | +57.8% | +64.5% | +33.3% |
| 10Y | +561.5% | +219.8% | +341.7% | +77.5% |
| All | +561.5% | +223.7% | +337.8% | +77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling