+573.1%
VRT vs ETN
+82.3%
+490.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.6% | -8.0% | -7.3% |
| 7D | +2.4% | +6.2% | -3.8% | -5.7% |
| 30D | -2.7% | -6.7% | +4.0% | +7.4% |
| 3M | -9.2% | +3.6% | -12.8% | -13.1% |
| 6M | -0.5% | +18.3% | -18.8% | -22.3% |
| YTD | +62.3% | +31.5% | +30.9% | +9.4% |
| 1Y | +109.6% | +20.6% | +89.0% | +61.7% |
| All | +573.1% | +82.3% | +490.7% | +260.8% |
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