+977.6%
VRT vs MTUM
+78.7%
+898.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.3% | +2.3% | +1.3% |
| 7D | -8.4% | +0.7% | -9.1% | -9.4% |
| 30D | -10.9% | -2.4% | -8.4% | -6.4% |
| 3M | -13.7% | -3.6% | -10.0% | -6.6% |
| 6M | -4.1% | +23.7% | -27.8% | -34.6% |
| YTD | +58.7% | +22.9% | +35.8% | +10.3% |
| 1Y | +89.6% | +21.8% | +67.9% | +36.1% |
| 3Y | +558.1% | +114.4% | +443.7% | +114.8% |
| All | +977.6% | +78.7% | +898.9% | +335.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling