+379.7%
VRT vs ETN
+65.2%
+314.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.7% | -1.9% | -1.2% |
| 7D | +10.5% | +3.6% | +6.9% | +5.5% |
| 30D | -9.3% | -13.4% | +4.1% | +12.3% |
| 3M | -29.6% | -21.9% | -7.7% | +0.6% |
| 6M | -45.4% | -12.8% | -32.6% | -33.2% |
| YTD | +24.8% | +12.1% | +12.7% | +4.5% |
| 1Y | +23.6% | +0.8% | +22.8% | +21.7% |
| 3Y | +379.7% | +64.5% | +315.2% | +185.1% |
| All | +379.7% | +65.2% | +314.4% | +185.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling