+190.4%
ETN vs VYM
+77.5%
+112.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.3% | +3.1% |
| 7D | +3.5% | -0.8% | +4.3% | +4.7% |
| 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% | +6.9% |
| YTD | +34.7% | +14.9% | +19.8% | +13.3% |
| 1Y | +19.4% | +17.6% | +1.9% | -2.2% |
| 3Y | +85.5% | +65.3% | +20.2% | +1.2% |
| All | +190.4% | +77.5% | +112.9% | +45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling