+687.3%
ETN vs VT
+221.4%
+465.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.2% | +3.4% |
| 7D | +8.0% | +1.0% | +7.0% | +6.7% |
| 30D | -5.9% | -0.2% | -5.7% | -5.6% |
| 3M | +5.0% | +4.5% | +0.4% | 0.0% |
| 6M | +22.4% | +14.1% | +8.3% | +4.9% |
| YTD | +33.6% | +14.8% | +18.9% | +13.9% |
| 1Y | +22.1% | +21.2% | +0.9% | -2.4% |
| 3Y | +85.6% | +76.6% | +9.0% | -3.4% |
| 5Y | +179.2% | +66.6% | +112.6% | +55.7% |
| 10Y | +687.3% | +222.3% | +465.0% | +92.6% |
| All | +687.3% | +221.4% | +465.9% | +92.6% |
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