+654.5%
VST vs TTWO
+10.9%
+643.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -3.5% | +10.8% | +8.0% |
| 7D | -0.5% | +8.0% | -8.5% | -2.4% |
| 30D | -17.1% | -2.8% | -14.2% | -16.8% |
| 3M | -4.6% | -15.9% | +11.3% | -1.4% |
| 6M | -9.1% | -5.9% | -3.1% | -9.0% |
| YTD | -16.6% | -19.0% | +2.4% | -13.8% |
| 1Y | -29.5% | -10.6% | -18.9% | -28.9% |
| 3Y | +297.5% | +41.7% | +255.8% | +263.6% |
| 5Y | +654.5% | +11.0% | +643.5% | +547.8% |
| All | +654.5% | +10.9% | +643.6% | +547.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling