-4.8%
AVAV vs VLTO
+54.1%
-58.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -0.4% | -9.4% | -9.7% |
| 7D | -24.3% | +12.0% | -36.3% | -27.7% |
| 30D | -28.9% | +20.8% | -49.7% | -34.2% |
| 3M | -39.3% | +20.1% | -59.4% | -43.7% |
| 6M | -38.8% | +32.6% | -71.4% | -45.8% |
| YTD | -57.8% | +17.3% | -75.1% | -60.4% |
| 1Y | -70.9% | +17.3% | -88.2% | -72.7% |
| 3Y | -14.8% | +66.9% | -81.7% | -28.0% |
| All | -4.8% | +54.1% | -58.9% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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