-62.6%
AVAV vs VSXY
+199.0%
-261.7%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.8% | +1.9% | -2.4% |
| 7D | +18.4% | -1.6% | +20.0% | +18.7% |
| 30D | -4.9% | +17.8% | -22.7% | -6.1% |
| 3M | -37.7% | +12.5% | -50.1% | -38.3% |
| 6M | -28.4% | +124.7% | -153.2% | -36.5% |
| YTD | -50.0% | +93.2% | -143.2% | -54.1% |
| 1Y | -62.6% | +195.6% | -258.3% | -64.0% |
| All | -62.6% | +199.0% | -261.7% | -64.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling