+2,826.7%
VRT vs MTUM
+204.2%
+2,622.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.3% | +2.4% | +2.1% |
| 7D | +13.6% | +4.1% | +9.5% | +8.2% |
| 30D | +6.8% | -0.2% | +7.0% | +7.4% |
| 3M | -3.2% | -1.9% | -1.3% | +1.1% |
| 6M | +20.3% | +28.1% | -7.7% | -8.8% |
| YTD | +79.6% | +23.6% | +56.0% | +43.3% |
| 1Y | +139.0% | +26.1% | +112.9% | +88.8% |
| 3Y | +644.6% | +116.8% | +527.8% | +280.2% |
| 5Y | +1,024.4% | +80.0% | +944.3% | +572.9% |
| All | +2,826.7% | +204.2% | +2,622.5% | +1,205.3% |
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