+1,232.7%
VST vs TTWO
+362.5%
+870.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.2% |
| 7D | +5.3% | -2.3% | +7.6% | +5.7% |
| 30D | +5.8% | -16.7% | +22.5% | +8.9% |
| 3M | +3.5% | -0.4% | +3.9% | +3.3% |
| 6M | -7.4% | -1.6% | -5.8% | -7.7% |
| YTD | -6.1% | -17.5% | +11.5% | -3.7% |
| 1Y | -21.6% | -14.8% | -6.8% | -20.2% |
| 3Y | +357.2% | +47.9% | +309.3% | +328.1% |
| 5Y | +777.0% | +34.5% | +742.6% | +712.6% |
| All | +1,232.7% | +362.5% | +870.2% | +1,084.6% |
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