-50.2%
VFC vs AVAV
+327.1%
-377.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.9% | -0.1% | -2.4% |
| 7D | -1.4% | +18.4% | -19.8% | -4.8% |
| 30D | +24.6% | -4.9% | +29.6% | +25.1% |
| 3M | +38.4% | -37.7% | +76.1% | +50.4% |
| 6M | +15.3% | -28.4% | +43.7% | +19.8% |
| YTD | +12.7% | -50.0% | +62.8% | +22.9% |
| 1Y | +32.7% | -62.6% | +95.3% | +52.7% |
| 3Y | +43.7% | -0.6% | +44.3% | +26.3% |
| 5Y | -69.2% | +31.9% | -101.1% | -75.6% |
| All | -50.2% | +327.1% | -377.4% | -68.6% |
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