-6.7%
AVAV vs VCLT
+14.4%
-21.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.4% |
| 7D | +4.2% | -2.3% | +6.5% | +6.4% |
| 30D | -2.6% | +0.8% | -3.3% | -3.2% |
| 3M | -38.0% | -2.7% | -35.3% | -36.5% |
| 6M | -27.0% | -4.3% | -22.7% | -24.0% |
| YTD | -51.4% | -4.3% | -47.1% | -49.2% |
| 1Y | -60.2% | -4.4% | -55.9% | -58.4% |
| 3Y | -6.7% | +13.8% | -20.4% | -8.7% |
| All | -6.7% | +14.4% | -21.1% | -8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling