+706.7%
ETN vs VYM
+209.2%
+497.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.3% | +3.1% |
| 7D | +3.5% | -0.8% | +4.3% | +4.6% |
| 30D | -7.5% | -2.2% | -5.3% | -4.7% |
| 3M | +8.3% | +3.1% | +5.3% | +4.1% |
| 6M | +20.2% | +9.7% | +10.5% | +7.1% |
| YTD | +34.7% | +14.9% | +19.8% | +13.4% |
| 1Y | +19.4% | +17.6% | +1.9% | -2.2% |
| 3Y | +85.5% | +65.3% | +20.2% | -0.4% |
| 5Y | +186.6% | +78.7% | +107.9% | +39.9% |
| All | +706.7% | +209.2% | +497.5% | +90.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling