+100.8%
MTUM vs VLTO
+56.4%
+44.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.1% |
| 7D | +6.6% | +1.0% | +5.6% | +6.4% |
| 30D | -10.8% | +17.5% | -28.3% | -13.5% |
| 3M | -13.8% | +21.4% | -35.2% | -17.1% |
| 6M | -10.7% | +38.1% | -48.8% | -17.7% |
| YTD | +9.1% | +19.0% | -10.0% | +5.7% |
| 1Y | +11.4% | +20.7% | -9.3% | +7.2% |
| 3Y | +88.8% | +64.3% | +24.5% | +70.2% |
| All | +100.8% | +56.4% | +44.4% | +82.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling