+18.4%
AVAV vs VLTO
+56.1%
-37.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +0.8% | +11.8% | +12.3% |
| 7D | +3.2% | +2.0% | +1.1% | +2.4% |
| 30D | -7.4% | +21.8% | -29.2% | -14.6% |
| 3M | -32.0% | +20.2% | -52.2% | -37.0% |
| 6M | -24.6% | +36.3% | -60.9% | -34.0% |
| YTD | -47.5% | +18.8% | -66.3% | -51.0% |
| 1Y | -61.5% | +20.4% | -81.9% | -64.3% |
| 3Y | +5.5% | +71.9% | -66.4% | -11.1% |
| All | +18.4% | +56.1% | -37.7% | -1.8% |
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