+18.5%
MTUM vs VTEB
0.0%
+18.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.3% | -2.3% |
| 7D | -1.7% | -1.0% | -0.7% | +0.7% |
| 30D | -5.5% | -2.4% | -3.1% | +0.5% |
| 3M | -7.5% | -2.9% | -4.6% | +0.1% |
| 6M | +23.4% | -2.2% | +25.6% | +30.4% |
| YTD | +20.0% | -1.5% | +21.5% | +26.8% |
| All | +18.5% | 0.0% | +18.5% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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