-14.4%
ETN vs VYM
+17.8%
-32.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -3.3% | -4.1% | -1.7% |
| 7D | -16.9% | -3.0% | -13.9% | -12.3% |
| 30D | -26.5% | +0.9% | -27.4% | -28.1% |
| 3M | -26.7% | -2.7% | -24.0% | -23.0% |
| 6M | -20.0% | +3.4% | -23.4% | -25.3% |
| YTD | +3.5% | +13.3% | -9.8% | -18.3% |
| 1Y | -14.4% | +17.0% | -31.5% | -36.5% |
| All | -14.4% | +17.8% | -32.2% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 1y: compounded portfolio wealth divided by compounded VYM 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…
1y analysis · Full analysis span regression · 6 months rolling