+55.9%
VFC vs AVAV
+1.8%
+54.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | -1.4% | +9.9% | -11.3% | -3.1% |
| 30D | +30.7% | -5.4% | +36.1% | +31.3% |
| 3M | +40.6% | -36.5% | +77.2% | +51.0% |
| 6M | +16.5% | -25.3% | +41.7% | +19.7% |
| YTD | +16.2% | -48.6% | +64.7% | +24.5% |
| 1Y | +42.4% | -62.1% | +104.5% | +61.4% |
| All | +55.9% | +1.8% | +54.2% | +27.4% |
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