+379.1%
V vs ETN
+730.7%
-351.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.0% | -3.1% | -0.6% |
| 7D | -1.2% | +3.5% | -4.8% | -2.6% |
| 30D | +3.1% | -7.5% | +10.6% | +5.8% |
| 3M | +16.3% | +8.3% | +8.0% | +10.7% |
| 6M | +20.4% | +20.2% | +0.2% | +7.8% |
| YTD | +6.3% | +34.7% | -28.4% | -10.0% |
| 1Y | +8.7% | +19.4% | -10.7% | -3.8% |
| 3Y | +53.3% | +85.5% | -32.2% | +2.1% |
| 5Y | +71.1% | +186.6% | -115.5% | -13.0% |
| All | +379.1% | +730.7% | -351.6% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 ETN 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