+38.4%
VFC vs AVAV
-62.9%
+101.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.7% | +6.0% | +3.6% |
| 7D | +1.6% | +4.2% | -2.6% | +1.1% |
| 30D | +25.5% | -2.6% | +28.0% | +25.5% |
| 3M | +41.3% | -38.0% | +79.2% | +49.1% |
| 6M | +22.2% | -27.0% | +49.2% | +25.3% |
| YTD | +16.4% | -51.4% | +67.8% | +25.3% |
| 1Y | +38.4% | -60.2% | +98.6% | +43.0% |
| All | +38.4% | -62.9% | +101.3% | +43.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling