+53.4%
VT vs MTUM
+39.9%
+13.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.6% | -0.9% |
| 7D | -2.3% | -10.2% | +7.9% | +4.0% |
| 30D | -5.0% | -20.9% | +15.9% | +9.1% |
| 3M | -4.9% | -17.1% | +12.2% | +5.9% |
| 6M | -1.5% | -14.5% | +12.9% | +5.8% |
| YTD | +8.5% | +2.3% | +6.2% | +2.8% |
| 1Y | +11.4% | +4.0% | +7.4% | +4.3% |
| 3Y | +70.1% | +80.7% | -10.6% | +4.6% |
| All | +53.4% | +39.9% | +13.5% | +10.0% |
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