+26.7%
AVAV vs VSXY
+99.7%
-73.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.8% |
| 7D | +9.9% | +0.8% | +9.0% | +9.9% |
| 30D | -5.4% | +24.0% | -29.4% | -7.7% |
| 3M | -36.5% | +16.7% | -53.2% | -37.9% |
| 6M | -25.3% | +138.6% | -163.9% | -34.0% |
| YTD | -48.6% | +102.8% | -151.4% | -53.8% |
| 1Y | -62.1% | +214.2% | -276.2% | -67.8% |
| 3Y | +2.3% | +461.4% | -459.1% | -22.5% |
| 5Y | +35.4% | +118.3% | -82.9% | +8.1% |
| All | +26.7% | +99.7% | -73.1% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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