+414.3%
VUG vs TTWO
+406.5%
+7.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | -0.5% | +0.4% | -0.8% | -0.6% |
| 30D | -1.0% | -11.3% | +10.4% | +2.6% |
| 3M | +3.5% | +1.6% | +1.9% | +2.4% |
| 6M | +14.2% | +2.1% | +12.1% | +12.4% |
| YTD | +8.5% | -15.8% | +24.3% | +12.9% |
| 1Y | +12.9% | -12.6% | +25.5% | +15.8% |
| 3Y | +85.6% | +48.2% | +37.4% | +58.6% |
| 5Y | +78.1% | +40.0% | +38.2% | +50.0% |
| All | +414.3% | +406.5% | +7.8% | +240.4% |
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