-68.4%
VFC vs AVAV
+28.1%
-96.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.7% | +6.0% | +3.7% |
| 7D | +1.6% | +4.2% | -2.6% | +0.8% |
| 30D | +25.5% | -2.6% | +28.0% | +25.4% |
| 3M | +41.3% | -38.0% | +79.2% | +52.5% |
| 6M | +22.2% | -27.0% | +49.2% | +26.1% |
| YTD | +16.4% | -51.4% | +67.8% | +26.4% |
| 1Y | +38.4% | -60.2% | +98.6% | +55.4% |
| 3Y | +56.2% | -6.7% | +62.9% | +37.6% |
| All | -68.4% | +28.1% | -96.5% | -75.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling