+419.8%
AVAV vs ITOT
+647.4%
-227.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | -0.5% |
| 7D | +9.9% | -0.8% | +10.6% | +11.2% |
| 30D | -5.4% | -2.0% | -3.4% | -3.2% |
| 3M | -36.5% | -1.5% | -35.0% | -35.3% |
| 6M | -25.3% | +3.3% | -28.6% | -26.5% |
| YTD | -48.6% | +12.5% | -61.0% | -53.0% |
| 1Y | -62.1% | +12.6% | -74.7% | -65.3% |
| 3Y | +2.3% | +78.6% | -76.3% | -37.5% |
| 5Y | +35.4% | +67.0% | -31.6% | -12.4% |
| 10Y | +345.1% | +292.0% | +53.1% | +45.0% |
| All | +419.8% | +647.4% | -227.6% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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