-25.5%
VFC vs AVAV
+48.2%
-73.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -9.5% |
| 3M | -18.1% | -29.2% | +11.1% | -13.9% |
| 6M | -27.4% | -36.1% | +8.8% | -22.9% |
| YTD | -24.8% | -40.2% | +15.4% | -20.9% |
| 1Y | -8.2% | -36.2% | +28.0% | -6.3% |
| All | -25.5% | +48.2% | -73.8% | -40.2% |
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