+11.0%
TTWO vs VCIT
+3.2%
+7.8%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.4% |
| 3M | -15.9% | -1.6% | -14.3% | -14.7% |
| 6M | -5.9% | -2.1% | -3.8% | -4.1% |
| YTD | -19.0% | -1.6% | -17.4% | -17.9% |
| 1Y | -10.6% | -0.8% | -9.8% | -10.1% |
| 3Y | +41.7% | +19.9% | +21.8% | +18.6% |
| 5Y | +11.0% | +3.3% | +7.7% | +16.3% |
| All | +11.0% | +3.2% | +7.8% | +16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling