+311.3%
MTUM vs VT
+221.8%
+89.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.7% |
| 7D | +6.6% | +2.4% | +4.3% | +4.0% |
| 30D | -10.8% | -1.5% | -9.3% | -9.0% |
| 3M | -13.8% | -4.1% | -9.7% | -9.4% |
| 6M | -10.7% | +0.6% | -11.2% | -10.3% |
| YTD | +9.1% | +11.0% | -2.0% | -1.3% |
| 1Y | +11.4% | +13.3% | -2.0% | -1.3% |
| 3Y | +88.8% | +73.4% | +15.4% | +8.0% |
| 5Y | +51.7% | +57.4% | -5.7% | -3.6% |
| All | +311.3% | +221.8% | +89.5% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling