+378.6%
TTWO vs VCIT
+30.3%
+348.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.7% | +9.0% | +8.9% |
| 7D | +15.2% | +0.1% | +15.1% | +15.1% |
| 30D | +5.2% | +1.1% | +4.1% | +4.1% |
| 3M | -11.4% | -1.4% | -10.1% | -10.4% |
| 6M | +1.9% | -2.3% | +4.2% | +4.1% |
| YTD | -12.3% | -1.8% | -10.5% | -10.9% |
| 1Y | -4.0% | -1.0% | -3.0% | -3.3% |
| 3Y | +51.9% | +19.3% | +32.7% | +27.9% |
| 5Y | +22.9% | +3.8% | +19.1% | +18.1% |
| 10Y | +378.6% | +30.6% | +348.0% | +328.3% |
| All | +378.6% | +30.3% | +348.3% | +328.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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