+555.7%
ETN vs VT
+222.7%
+333.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | +0.3% |
| 7D | +10.1% | +2.9% | +7.2% | +6.3% |
| 30D | -15.9% | -2.5% | -13.4% | -13.0% |
| 3M | -21.7% | -3.3% | -18.4% | -17.9% |
| 6M | -10.1% | +1.5% | -11.6% | -10.6% |
| YTD | +14.0% | +11.4% | +2.7% | +1.3% |
| 1Y | -1.7% | +11.9% | -13.6% | -13.0% |
| 3Y | +67.9% | +73.9% | -6.0% | -10.4% |
| 5Y | +125.5% | +57.9% | +67.7% | +35.2% |
| All | +555.7% | +222.7% | +333.0% | +76.4% |
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