+42.4%
VFC vs AVAV
-62.2%
+104.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | -1.4% | +9.9% | -11.3% | -2.6% |
| 30D | +30.7% | -5.4% | +36.1% | +31.1% |
| 3M | +40.6% | -36.5% | +77.2% | +48.0% |
| 6M | +16.5% | -25.3% | +41.7% | +19.1% |
| YTD | +16.2% | -48.6% | +64.7% | +23.7% |
| 1Y | +42.4% | -62.1% | +104.5% | +43.9% |
| All | +42.4% | -62.2% | +104.6% | +43.9% |
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 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