+46.6%
VCIT vs MTUM
+608.1%
-561.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.3% | -0.2% |
| 7D | +0.1% | +4.1% | -4.0% | -0.1% |
| 30D | -0.8% | -0.2% | -0.6% | -0.8% |
| 3M | -0.5% | -1.9% | +1.4% | -0.5% |
| 6M | -1.4% | +28.1% | -29.5% | -2.9% |
| YTD | -0.8% | +23.6% | -24.4% | -2.1% |
| 1Y | +0.3% | +26.1% | -25.8% | -1.2% |
| 3Y | +19.2% | +116.8% | -97.6% | +13.7% |
| 5Y | +3.6% | +80.0% | -76.4% | -0.6% |
| 10Y | +29.3% | +346.4% | -317.1% | +22.1% |
| All | +46.6% | +608.1% | -561.5% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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