+293.0%
AVAV vs VCLT
+102.2%
+190.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -0.1% | +10.5% | +10.5% |
| 7D | -10.6% | +0.3% | -10.9% | -10.7% |
| 30D | -18.8% | +3.7% | -22.5% | -19.6% |
| 3M | -34.1% | -1.0% | -33.1% | -33.9% |
| 6M | -35.3% | -3.4% | -32.0% | -34.7% |
| YTD | -53.4% | -2.6% | -50.8% | -53.0% |
| 1Y | -65.6% | -3.3% | -62.4% | -65.3% |
| 3Y | -5.1% | +17.3% | -22.4% | -7.8% |
| 5Y | +18.5% | -17.0% | +35.5% | +15.6% |
| 10Y | +369.8% | +18.1% | +351.7% | +399.6% |
| All | +293.0% | +102.2% | +190.9% | +407.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling