+79.1%
MTUM vs VCLT
-17.2%
+96.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.2% | +1.3% |
| 7D | +0.7% | -1.4% | +2.1% | +1.3% |
| 30D | -2.4% | -1.2% | -1.3% | -2.0% |
| 3M | -3.6% | -4.8% | +1.1% | -1.7% |
| 6M | +23.7% | -2.6% | +26.2% | +25.2% |
| YTD | +22.9% | -3.3% | +26.3% | +24.8% |
| 1Y | +21.8% | -4.8% | +26.6% | +24.3% |
| 3Y | +114.4% | +11.5% | +102.9% | +106.2% |
| All | +79.1% | -17.2% | +96.4% | +81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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