+34.6%
TTWO vs VCIT
+3.8%
+30.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -8.8% | -0.3% | -8.4% | -8.5% |
| 30D | -8.6% | -0.8% | -7.8% | -8.0% |
| 3M | -0.9% | -1.0% | +0.1% | 0.0% |
| 6M | -0.5% | -1.8% | +1.3% | +1.1% |
| YTD | -16.1% | -0.7% | -15.4% | -15.7% |
| 1Y | -10.8% | +1.0% | -11.8% | -11.7% |
| 3Y | +51.4% | +18.8% | +32.5% | +28.6% |
| All | +34.6% | +3.8% | +30.9% | +25.6% |
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