+2,486.9%
VRT vs TTWO
+92.7%
+2,394.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.7% | +4.3% | +3.8% |
| 7D | -8.4% | +0.4% | -8.7% | -8.5% |
| 30D | -10.9% | -11.3% | +0.5% | -7.6% |
| 3M | -13.7% | +1.6% | -15.3% | -14.9% |
| 6M | -4.1% | +2.1% | -6.2% | -6.1% |
| YTD | +58.7% | -15.8% | +74.6% | +65.0% |
| 1Y | +89.6% | -12.6% | +102.2% | +94.4% |
| 3Y | +558.1% | +48.2% | +509.9% | +470.6% |
| 5Y | +953.0% | +40.0% | +913.0% | +788.3% |
| All | +2,486.9% | +92.7% | +2,394.1% | +2,001.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 TTWO 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