+604.3%
MTUM vs VTRS
-26.2%
+630.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.1% |
| 7D | +0.7% | -2.2% | +2.9% | +1.1% |
| 30D | -2.4% | +3.3% | -5.8% | -3.0% |
| 3M | -3.6% | +2.0% | -5.6% | -4.3% |
| 6M | +23.7% | +19.9% | +3.7% | +18.9% |
| YTD | +22.9% | +35.7% | -12.8% | +15.3% |
| 1Y | +21.8% | +68.1% | -46.3% | +9.4% |
| 3Y | +114.4% | +87.1% | +27.4% | +85.0% |
| 5Y | +79.6% | +47.6% | +31.9% | +58.7% |
| 10Y | +356.2% | -48.2% | +404.4% | +354.8% |
| All | +604.3% | -26.2% | +630.6% | +505.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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