+75.7%
VTI vs ETN
+86.8%
-11.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.0% | -3.1% | -0.4% |
| 7D | -0.9% | +3.5% | -4.4% | -2.0% |
| 30D | -1.4% | -7.5% | +6.1% | +0.8% |
| 3M | +3.6% | +8.3% | -4.7% | +0.2% |
| 6M | +13.6% | +20.2% | -6.6% | +5.2% |
| YTD | +12.9% | +34.7% | -21.8% | +0.1% |
| 1Y | +17.2% | +19.4% | -2.2% | +8.0% |
| 3Y | +75.7% | +85.5% | -9.8% | +32.9% |
| All | +75.7% | +86.8% | -11.1% | +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 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