+604.3%
MTUM vs VCLT
+37.4%
+566.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.2% | +1.3% |
| 7D | +0.7% | -1.4% | +2.1% | +1.2% |
| 30D | -2.4% | -1.2% | -1.3% | -2.1% |
| 3M | -3.6% | -4.8% | +1.1% | -2.0% |
| 6M | +23.7% | -2.6% | +26.2% | +24.9% |
| YTD | +22.9% | -3.3% | +26.3% | +24.4% |
| 1Y | +21.8% | -4.8% | +26.6% | +23.9% |
| 3Y | +114.4% | +11.5% | +102.9% | +107.2% |
| 5Y | +79.6% | -17.0% | +96.5% | +87.6% |
| 10Y | +356.2% | +16.7% | +339.5% | +364.0% |
| All | +604.3% | +37.4% | +566.9% | +609.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling