+404.2%
AVAV vs VCLT
+103.4%
+300.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.9% | -1.8% |
| 7D | -2.2% | -0.5% | -1.7% | -2.1% |
| 30D | -13.9% | -0.9% | -13.1% | -13.7% |
| 3M | -29.2% | -3.2% | -26.0% | -28.6% |
| 6M | -36.1% | -3.8% | -32.3% | -35.4% |
| YTD | -40.2% | -2.0% | -38.2% | -39.7% |
| 1Y | -36.2% | -0.8% | -35.4% | -35.9% |
| 3Y | +47.5% | +12.3% | +35.2% | +44.4% |
| 5Y | +39.3% | -15.4% | +54.7% | +35.7% |
| 10Y | +482.6% | +15.7% | +466.8% | +512.1% |
| All | +404.2% | +103.4% | +300.8% | +550.0% |
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 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