+5.2%
AVAV vs VLTO
+54.8%
-49.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +0.5% | +10.0% | +10.3% |
| 7D | -10.6% | +5.4% | -16.0% | -12.3% |
| 30D | -18.8% | +22.3% | -41.1% | -25.3% |
| 3M | -34.1% | +19.6% | -53.7% | -38.8% |
| 6M | -35.3% | +35.2% | -70.5% | -43.3% |
| YTD | -53.4% | +17.9% | -71.2% | -56.3% |
| 1Y | -65.6% | +19.5% | -85.2% | -68.1% |
| 3Y | -5.1% | +73.9% | -79.0% | -19.7% |
| All | +5.2% | +54.8% | -49.6% | -12.5% |
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