+654.4%
VRT vs ETN
+121.5%
+532.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.7% | -1.9% | -1.3% |
| 7D | +10.5% | +3.6% | +6.9% | +5.6% |
| 30D | -9.3% | -13.4% | +4.1% | +11.8% |
| 3M | -29.6% | -21.9% | -7.7% | -0.2% |
| 6M | -45.4% | -12.8% | -32.6% | -33.3% |
| YTD | +24.8% | +12.1% | +12.7% | +7.1% |
| 1Y | +23.6% | +0.8% | +22.8% | +23.4% |
| 3Y | +379.7% | +64.5% | +315.2% | +181.6% |
| All | +654.4% | +121.5% | +532.9% | +169.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling