+29.3%
FTWO vs VT
+20.4%
+8.9%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.2% | +0.1% |
| 7D | +0.3% | -0.1% | +0.5% | +0.4% |
| 30D | +4.3% | -0.7% | +4.9% | +4.9% |
| 3M | +11.1% | +4.0% | +7.1% | +7.0% |
| 6M | +1.8% | +12.3% | -10.4% | -8.2% |
| YTD | +18.5% | +14.0% | +4.4% | +4.9% |
| 1Y | +29.3% | +20.3% | +9.0% | +8.3% |
| All | +29.3% | +20.4% | +8.9% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling