+2,449.8%
ETN vs VUG
+1,246.8%
+1,203.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +3.1% |
| 7D | +8.0% | +0.9% | +7.2% | +7.0% |
| 30D | -5.9% | -1.4% | -4.5% | -4.5% |
| 3M | +5.0% | +2.3% | +2.6% | +2.9% |
| 6M | +22.4% | +15.7% | +6.7% | +5.4% |
| YTD | +33.6% | +8.6% | +25.0% | +22.8% |
| 1Y | +22.1% | +14.1% | +8.1% | +6.9% |
| 3Y | +85.6% | +87.9% | -2.3% | -2.1% |
| 5Y | +179.2% | +76.3% | +102.9% | +50.7% |
| 10Y | +687.3% | +409.7% | +277.7% | +18.4% |
| All | +2,449.8% | +1,246.8% | +1,203.1% | +29.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling