+426.1%
MTUM vs VTEB
+25.5%
+400.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.0% |
| 7D | +0.7% | -0.9% | +1.6% | +1.4% |
| 30D | -2.4% | -2.5% | +0.1% | -0.7% |
| 3M | -3.6% | -3.0% | -0.7% | -1.5% |
| 6M | +23.7% | -2.1% | +25.8% | +25.7% |
| YTD | +22.9% | -1.5% | +24.4% | +24.4% |
| 1Y | +21.8% | +0.2% | +21.6% | +21.9% |
| 3Y | +114.4% | +8.6% | +105.9% | +102.4% |
| 5Y | +79.6% | +1.2% | +78.4% | +77.9% |
| 10Y | +356.2% | +18.1% | +338.2% | +376.7% |
| All | +426.1% | +25.5% | +400.6% | +531.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling