+221.8%
VT vs MTUM
+307.2%
-85.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +1.0% |
| 7D | +2.4% | +6.6% | -4.3% | -2.0% |
| 30D | -1.5% | -10.8% | +9.3% | +5.7% |
| 3M | -4.1% | -13.8% | +9.7% | +5.1% |
| 6M | +0.6% | -10.7% | +11.2% | +6.0% |
| YTD | +11.0% | +9.1% | +2.0% | +1.1% |
| 1Y | +13.3% | +11.4% | +2.0% | +1.5% |
| 3Y | +73.4% | +88.8% | -15.4% | +3.7% |
| 5Y | +57.4% | +51.7% | +5.7% | +9.8% |
| All | +221.8% | +307.2% | -85.4% | +5.7% |
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 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