+29.1%
VCIT vs AVAV
+317.7%
-288.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -9.8% | +10.1% | +0.4% |
| 7D | +0.5% | -24.3% | +24.8% | +0.9% |
| 30D | +2.1% | -28.9% | +31.0% | +2.6% |
| 3M | -1.6% | -39.3% | +37.7% | -0.9% |
| 6M | -1.6% | -38.8% | +37.2% | -1.0% |
| YTD | -1.5% | -57.8% | +56.3% | -0.6% |
| 1Y | -0.4% | -70.9% | +70.5% | +1.1% |
| 3Y | +19.6% | -14.8% | +34.4% | +18.5% |
| 5Y | +3.3% | +7.3% | -4.0% | +1.6% |
| All | +29.1% | +317.7% | -288.6% | +30.8% |
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