+114.4%
MTUM vs VFC
-25.2%
+139.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.4% | -3.1% | +0.8% |
| 7D | +0.7% | -1.4% | +2.1% | +0.9% |
| 30D | -2.4% | -9.0% | +6.5% | -1.5% |
| 3M | -3.6% | -24.2% | +20.5% | -1.1% |
| 6M | +23.7% | -18.5% | +42.2% | +25.8% |
| YTD | +22.9% | -25.9% | +48.8% | +26.1% |
| 1Y | +21.8% | -13.0% | +34.7% | +22.4% |
| 3Y | +114.4% | -20.3% | +134.8% | +109.2% |
| All | +114.4% | -25.2% | +139.7% | +109.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling