+942.2%
VTI vs ETN
+4,108.2%
-3,166.0%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.8% | +0.1% |
| 7D | -2.0% | +3.0% | -5.0% | -3.5% |
| 30D | -1.9% | -10.9% | +9.0% | +3.2% |
| 3M | +4.5% | +9.2% | -4.7% | -1.2% |
| 6M | +12.6% | +13.9% | -1.3% | +3.2% |
| YTD | +12.0% | +29.5% | -17.5% | -4.1% |
| 1Y | +17.3% | +14.2% | +3.1% | +6.1% |
| 3Y | +75.3% | +79.9% | -4.5% | +21.8% |
| 5Y | +74.0% | +175.7% | -101.7% | -3.9% |
| 10Y | +300.0% | +693.2% | -393.2% | +24.3% |
| All | +942.2% | +4,108.2% | -3,166.0% | +8.2% |
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