+465.4%
VTWO vs VT
+422.6%
+42.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | 0.0% | +0.4% | -0.4% | -0.5% |
| 30D | -1.3% | +1.0% | -2.2% | -2.3% |
| 3M | +1.6% | +2.4% | -0.7% | -1.1% |
| 6M | +13.6% | +12.0% | +1.6% | 0.0% |
| YTD | +20.8% | +15.3% | +5.5% | +2.8% |
| 1Y | +26.6% | +22.6% | +4.0% | +0.7% |
| 3Y | +61.5% | +74.7% | -13.2% | -12.8% |
| 5Y | +39.3% | +66.1% | -26.9% | -19.8% |
| 10Y | +173.2% | +225.0% | -51.8% | -21.7% |
| All | +465.4% | +422.6% | +42.8% | -2.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling