+379.1%
AVAV vs VCLT
+20.2%
+358.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +0.3% | +12.3% | +12.4% |
| 7D | +3.2% | +1.2% | +1.9% | +2.4% |
| 30D | -7.4% | +3.4% | -10.8% | -9.1% |
| 3M | -32.0% | -0.9% | -31.1% | -31.7% |
| 6M | -24.6% | -3.1% | -21.4% | -23.1% |
| YTD | -47.5% | -2.4% | -45.2% | -46.6% |
| 1Y | -61.5% | -2.7% | -58.8% | -60.8% |
| 3Y | +5.5% | +16.9% | -11.4% | -1.9% |
| 5Y | +35.7% | -17.0% | +52.7% | +39.7% |
| 10Y | +379.1% | +22.1% | +357.0% | +431.0% |
| All | +379.1% | +20.2% | +358.9% | +431.0% |
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