+98.6%
FTWO vs VT
+73.8%
+24.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.8% |
| 7D | +2.1% | +1.0% | +1.1% | +1.2% |
| 30D | +5.6% | -0.2% | +5.8% | +5.8% |
| 3M | +10.9% | +4.5% | +6.4% | +6.1% |
| 6M | +3.1% | +14.1% | -10.9% | -9.4% |
| YTD | +19.0% | +14.8% | +4.3% | +4.0% |
| 1Y | +29.9% | +21.2% | +8.7% | +7.6% |
| 3Y | +101.5% | +76.6% | +24.9% | +20.0% |
| All | +98.6% | +73.8% | +24.8% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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