+508.8%
AVAV vs VCLT
+15.5%
+493.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +3.2% | +0.3% | +2.9% | +3.0% |
| 30D | -20.3% | -0.6% | -19.8% | -20.1% |
| 3M | -19.4% | -2.2% | -17.2% | -18.4% |
| 6M | -35.3% | -2.9% | -32.4% | -34.1% |
| YTD | -38.5% | -2.1% | -36.4% | -37.5% |
| 1Y | -37.2% | -2.6% | -34.6% | -36.0% |
| 3Y | +31.1% | +12.5% | +18.6% | +24.4% |
| 5Y | +41.0% | -15.3% | +56.3% | +43.6% |
| 10Y | +508.8% | +16.6% | +492.1% | +577.7% |
| All | +508.8% | +15.5% | +493.2% | +577.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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