+10.2%
MTUM vs VLTO
+18.3%
-8.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -1.8% |
| 7D | -10.1% | +13.8% | -23.9% | -7.5% |
| 30D | -15.6% | +21.2% | -36.7% | -12.4% |
| 3M | -12.7% | +21.5% | -34.2% | -9.4% |
| 6M | -3.7% | +33.0% | -36.7% | +0.1% |
| YTD | +9.4% | +17.8% | -8.3% | +16.6% |
| 1Y | +10.2% | +18.1% | -7.9% | +17.5% |
| All | +10.2% | +18.3% | -8.1% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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