+361.1%
VST vs TTWO
+52.5%
+308.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.3% | +3.4% |
| 7D | +8.9% | -8.8% | +17.7% | +11.7% |
| 30D | +6.2% | -8.6% | +14.8% | +8.6% |
| 3M | -2.7% | -0.9% | -1.8% | -3.2% |
| 6M | -8.4% | -0.5% | -7.9% | -9.6% |
| YTD | -7.2% | -16.1% | +8.9% | -3.1% |
| 1Y | -20.9% | -10.8% | -10.1% | -19.7% |
| All | +361.1% | +52.5% | +308.5% | +320.1% |
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