+29.3%
AVAV vs VSXY
+106.4%
-77.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +5.1% | +7.5% | +12.0% |
| 7D | +3.2% | +15.2% | -12.0% | +1.5% |
| 30D | -7.4% | +37.0% | -44.4% | -10.7% |
| 3M | -32.0% | +15.2% | -47.2% | -33.4% |
| 6M | -24.6% | +136.3% | -160.9% | -33.3% |
| YTD | -47.5% | +109.6% | -157.1% | -53.1% |
| 1Y | -61.5% | +223.7% | -285.2% | -67.5% |
| 3Y | +5.5% | +516.3% | -510.8% | -20.9% |
| 5Y | +35.7% | +125.1% | -89.4% | +8.0% |
| All | +29.3% | +106.4% | -77.1% | +2.9% |
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