+2,826.7%
VRT vs TTWO
+90.8%
+2,735.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.3% | +3.9% |
| 7D | +13.6% | -1.6% | +15.2% | +14.2% |
| 30D | +6.8% | -13.5% | +20.2% | +11.4% |
| 3M | -3.2% | +0.3% | -3.6% | -4.2% |
| 6M | +20.3% | +0.8% | +19.5% | +18.3% |
| YTD | +79.6% | -16.7% | +96.3% | +87.4% |
| 1Y | +139.0% | -14.3% | +153.3% | +146.5% |
| 3Y | +644.6% | +49.4% | +595.2% | +544.6% |
| 5Y | +1,024.4% | +33.8% | +990.6% | +856.7% |
| All | +2,826.7% | +90.8% | +2,735.9% | +2,285.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling