+19.6%
AVAV vs VSXY
+110.3%
-90.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +1.6% | +8.8% | +10.3% |
| 7D | -10.6% | +11.8% | -22.4% | -11.9% |
| 30D | -18.8% | +25.9% | -44.7% | -21.1% |
| 3M | -34.1% | +15.5% | -49.6% | -35.5% |
| 6M | -35.3% | +109.7% | -145.1% | -42.5% |
| YTD | -53.4% | +99.5% | -152.8% | -58.4% |
| 1Y | -65.6% | +197.5% | -263.1% | -71.1% |
| 3Y | -5.1% | +453.3% | -458.3% | -30.0% |
| All | +19.6% | +110.3% | -90.7% | -5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling