+85.5%
ETN vs VWO
+62.9%
+22.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.3% | +3.2% |
| 7D | +3.5% | -1.8% | +5.3% | +5.6% |
| 30D | -7.5% | -0.1% | -7.4% | -7.3% |
| 3M | +8.3% | +2.2% | +6.1% | +6.4% |
| 6M | +20.2% | +8.8% | +11.4% | +11.4% |
| YTD | +34.7% | +12.4% | +22.3% | +21.1% |
| 1Y | +19.4% | +15.6% | +3.9% | +4.7% |
| 3Y | +85.5% | +62.5% | +23.0% | +18.5% |
| All | +85.5% | +62.9% | +22.6% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 3y: compounded portfolio wealth divided by compounded VWO 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…
3y analysis · Full analysis span regression · 6 months rolling