+41.7%
TTWO vs VCIT
+19.1%
+22.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.5% | -3.5% |
| 7D | +8.0% | +0.7% | +7.2% | +7.3% |
| 30D | -2.8% | +1.8% | -4.6% | -4.2% |
| 3M | -15.9% | -1.6% | -14.3% | -14.9% |
| 6M | -5.9% | -2.1% | -3.8% | -4.4% |
| YTD | -19.0% | -1.6% | -17.4% | -18.1% |
| 1Y | -10.6% | -0.8% | -9.8% | -10.3% |
| 3Y | +41.7% | +19.9% | +21.8% | +19.7% |
| All | +41.7% | +19.1% | +22.6% | +19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling