+558.1%
VRT vs TTWO
+50.8%
+507.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.7% | +4.3% | +3.9% |
| 7D | -8.4% | +0.4% | -8.7% | -8.5% |
| 30D | -10.9% | -11.3% | +0.5% | -6.7% |
| 3M | -13.7% | +1.6% | -15.3% | -15.7% |
| 6M | -4.1% | +2.1% | -6.2% | -7.4% |
| YTD | +58.7% | -15.8% | +74.6% | +69.5% |
| 1Y | +89.6% | -12.6% | +102.2% | +97.2% |
| 3Y | +558.1% | +48.2% | +509.9% | +392.2% |
| All | +558.1% | +50.8% | +507.4% | +392.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling