+2,486.9%
VRT vs MTUM
+202.6%
+2,284.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.3% | +2.3% | +2.0% |
| 7D | -8.4% | +0.7% | -9.1% | -9.1% |
| 30D | -10.9% | -2.4% | -8.4% | -7.6% |
| 3M | -13.7% | -3.6% | -10.0% | -7.8% |
| 6M | -4.1% | +23.7% | -27.8% | -24.2% |
| YTD | +58.7% | +22.9% | +35.8% | +27.6% |
| 1Y | +89.6% | +21.8% | +67.9% | +56.1% |
| 3Y | +558.1% | +114.4% | +443.7% | +240.4% |
| 5Y | +953.0% | +79.6% | +873.4% | +534.0% |
| All | +2,486.9% | +202.6% | +2,284.2% | +1,062.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling