+1,216.9%
VST vs TTWO
+370.3%
+846.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.3% | +3.5% |
| 7D | +8.9% | -8.8% | +17.7% | +10.5% |
| 30D | +6.2% | -8.6% | +14.8% | +7.6% |
| 3M | -2.7% | -0.9% | -1.8% | -2.8% |
| 6M | -8.4% | -0.5% | -7.9% | -8.8% |
| YTD | -7.2% | -16.1% | +8.9% | -5.1% |
| 1Y | -20.9% | -10.8% | -10.1% | -20.1% |
| 3Y | +384.0% | +51.4% | +332.6% | +351.6% |
| 5Y | +757.1% | +33.7% | +723.4% | +694.0% |
| All | +1,216.9% | +370.3% | +846.6% | +1,067.3% |
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