+10.2%
MTUM vs VFC
+52.5%
-42.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.4% | -6.4% | -2.4% |
| 7D | -10.1% | +21.5% | -31.6% | -12.1% |
| 30D | -15.6% | +46.7% | -62.2% | -19.7% |
| 3M | -12.7% | +38.4% | -51.1% | -16.4% |
| 6M | -3.7% | +15.2% | -18.9% | -5.7% |
| YTD | +9.4% | +17.8% | -8.4% | +6.2% |
| 1Y | +10.2% | +55.6% | -45.3% | +5.0% |
| All | +10.2% | +52.5% | -42.2% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling