+100.5%
FTWO vs VT
+77.9%
+22.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.1% |
| 7D | +2.1% | +0.4% | +1.7% | +1.7% |
| 30D | +6.2% | +1.0% | +5.3% | +5.2% |
| 3M | +6.5% | +2.4% | +4.1% | +4.0% |
| 6M | +0.3% | +12.0% | -11.7% | -10.2% |
| YTD | +18.7% | +15.3% | +3.4% | +3.2% |
| 1Y | +29.5% | +22.6% | +6.9% | +6.1% |
| All | +100.5% | +77.9% | +22.6% | +18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling