+14.8%
AVAV vs VSXY
+96.5%
-81.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +1.6% | +8.8% | +10.3% |
| 7D | -10.6% | +11.8% | -22.4% | -11.8% |
| 30D | -18.8% | +25.9% | -44.7% | -21.0% |
| 3M | -34.1% | +15.5% | -49.6% | -35.4% |
| 6M | -35.3% | +109.7% | -145.1% | -42.0% |
| YTD | -53.4% | +99.5% | -152.8% | -58.1% |
| 1Y | -65.6% | +197.5% | -263.1% | -70.7% |
| 3Y | -5.1% | +453.3% | -458.3% | -28.0% |
| 5Y | +18.5% | +110.3% | -91.7% | -5.2% |
| All | +14.8% | +96.5% | -81.7% | -8.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling