+28.9%
VCIT vs AVAV
+361.4%
-332.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.5% | -10.6% | -0.3% |
| 7D | +0.1% | -10.6% | +10.7% | +0.2% |
| 30D | +1.9% | -18.8% | +20.7% | +2.2% |
| 3M | -1.4% | -34.1% | +32.7% | -0.9% |
| 6M | -2.1% | -35.3% | +33.2% | -1.7% |
| YTD | -1.6% | -53.4% | +51.7% | -0.9% |
| 1Y | -0.9% | -65.6% | +64.7% | +0.3% |
| 3Y | +20.0% | -5.1% | +25.0% | +18.7% |
| 5Y | +3.1% | +18.5% | -15.4% | +1.3% |
| All | +28.9% | +361.4% | -332.5% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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