+190.4%
ETN vs VUG
+77.1%
+113.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.9% | +3.0% | +3.2% |
| 7D | +3.5% | -0.5% | +4.0% | +4.0% |
| 30D | -7.5% | -1.0% | -6.6% | -6.7% |
| 3M | +8.3% | +3.5% | +4.8% | +5.5% |
| 6M | +20.2% | +14.2% | +6.0% | +7.9% |
| YTD | +34.7% | +8.5% | +26.2% | +26.1% |
| 1Y | +19.4% | +12.9% | +6.6% | +8.5% |
| 3Y | +85.5% | +85.6% | -0.1% | +19.2% |
| All | +190.4% | +77.1% | +113.3% | +85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 5y: compounded portfolio wealth divided by compounded VUG 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…
5y analysis · Full analysis span regression · 6 months rolling