+2,826.7%
VRT vs ETN
+504.3%
+2,322.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.7% | +0.9% | +0.9% |
| 7D | +13.6% | +8.0% | +5.6% | +5.3% |
| 30D | +6.8% | -5.9% | +12.7% | +13.6% |
| 3M | -3.2% | +5.0% | -8.2% | -6.3% |
| 6M | +20.3% | +22.4% | -2.1% | +0.9% |
| YTD | +79.6% | +33.6% | +46.0% | +39.7% |
| 1Y | +139.0% | +22.1% | +116.9% | +105.2% |
| 3Y | +644.6% | +85.6% | +559.0% | +414.1% |
| 5Y | +1,024.4% | +179.2% | +845.1% | +492.9% |
| All | +2,826.7% | +504.3% | +2,322.4% | +946.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling