+297.8%
VTI vs ETN
+730.7%
-432.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.0% | -3.1% | -0.9% |
| 7D | -0.9% | +3.5% | -4.4% | -2.4% |
| 30D | -1.4% | -7.5% | +6.1% | +1.6% |
| 3M | +3.6% | +8.3% | -4.7% | -1.3% |
| 6M | +13.6% | +20.2% | -6.6% | +2.3% |
| YTD | +12.9% | +34.7% | -21.8% | -4.1% |
| 1Y | +17.2% | +19.4% | -2.2% | +4.6% |
| 3Y | +75.7% | +85.5% | -9.8% | +21.4% |
| 5Y | +75.4% | +186.6% | -111.2% | -4.7% |
| All | +297.8% | +730.7% | -432.9% | +32.9% |
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