+556.1%
ETN vs VT
+224.4%
+331.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +0.4% |
| 7D | +2.4% | -0.7% | +3.1% | +3.6% |
| 30D | -15.2% | -1.7% | -13.5% | -13.1% |
| 3M | -21.2% | -2.3% | -18.9% | -18.5% |
| 6M | -13.5% | +1.5% | -15.0% | -13.9% |
| YTD | +14.5% | +12.0% | +2.5% | +1.0% |
| 1Y | -0.9% | +12.9% | -13.7% | -13.1% |
| 3Y | +68.6% | +74.9% | -6.3% | -10.7% |
| 5Y | +129.0% | +59.9% | +69.1% | +35.1% |
| 10Y | +556.1% | +224.6% | +331.5% | +73.6% |
| All | +556.1% | +224.4% | +331.8% | +73.6% |
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