-68.6%
VFC vs AVAV
+502.7%
-571.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.1% | +2.7% |
| 7D | -1.6% | -2.2% | +0.6% | -1.2% |
| 30D | -11.6% | -13.9% | +2.3% | -9.2% |
| 3M | -18.1% | -29.2% | +11.1% | -13.4% |
| 6M | -27.4% | -36.1% | +8.8% | -22.3% |
| YTD | -24.8% | -40.2% | +15.4% | -20.1% |
| 1Y | -8.2% | -36.2% | +28.0% | -5.1% |
| 3Y | -29.1% | +47.5% | -76.6% | -42.3% |
| 5Y | -79.2% | +39.3% | -118.4% | -83.5% |
| All | -68.6% | +502.7% | -571.3% | -81.9% |
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