+36.4%
VFC vs AVAV
-5.8%
+42.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.5% | -10.3% | -1.6% |
| 7D | +11.2% | -10.6% | +21.8% | +13.0% |
| 30D | +41.5% | -18.8% | +60.3% | +45.8% |
| 3M | +38.9% | -34.1% | +73.0% | +47.9% |
| 6M | +6.1% | -35.3% | +41.5% | +11.9% |
| YTD | +14.5% | -53.4% | +67.9% | +24.8% |
| 1Y | +46.0% | -65.6% | +111.6% | +68.0% |
| 3Y | +36.4% | -5.1% | +41.4% | +14.7% |
| All | +36.4% | -5.8% | +42.2% | +14.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling