+706.7%
ETN vs VTR
+99.2%
+607.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.5% | +4.1% |
| 7D | +3.5% | -0.3% | +3.8% | +3.6% |
| 30D | -7.5% | +1.1% | -8.6% | -7.9% |
| 3M | +8.3% | +7.9% | +0.4% | +5.1% |
| 6M | +20.2% | +6.2% | +14.0% | +16.8% |
| YTD | +34.7% | +17.7% | +16.9% | +26.8% |
| 1Y | +19.4% | +32.9% | -13.4% | +8.1% |
| 3Y | +85.5% | +129.7% | -44.2% | +38.6% |
| 5Y | +186.6% | +89.3% | +97.3% | +124.5% |
| All | +706.7% | +99.2% | +607.5% | +443.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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