-39.0%
AVAV vs VSXY
+198.1%
-237.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.5% | -1.9% | -5.0% |
| 7D | -3.2% | -10.7% | +7.6% | -2.1% |
| 30D | -25.6% | -24.3% | -1.3% | -23.4% |
| 3M | -20.2% | +1.0% | -21.2% | -21.0% |
| 6M | -38.1% | +57.4% | -95.4% | -44.0% |
| YTD | -41.8% | +39.8% | -81.6% | -45.8% |
| 1Y | -39.0% | +196.5% | -235.5% | -49.8% |
| All | -39.0% | +198.1% | -237.2% | -49.8% |
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