+2,486.9%
VRT vs ETN
+508.9%
+1,978.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.0% | -0.4% | -0.4% |
| 7D | -8.4% | +3.5% | -11.9% | -11.3% |
| 30D | -10.9% | -7.5% | -3.3% | -3.3% |
| 3M | -13.7% | +8.3% | -22.0% | -18.7% |
| 6M | -4.1% | +20.2% | -24.3% | -18.1% |
| YTD | +58.7% | +34.7% | +24.1% | +22.8% |
| 1Y | +89.6% | +19.4% | +70.2% | +66.2% |
| 3Y | +558.1% | +85.5% | +472.6% | +354.5% |
| 5Y | +953.0% | +186.6% | +766.4% | +446.9% |
| All | +2,486.9% | +508.9% | +1,978.0% | +819.7% |
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