+94.4%
VFC vs AVAV
+351.0%
-256.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.5% | -10.3% | -1.8% |
| 7D | +11.2% | -10.6% | +21.8% | +13.2% |
| 30D | +41.5% | -18.8% | +60.3% | +46.4% |
| 3M | +38.9% | -34.1% | +73.0% | +48.9% |
| 6M | +6.1% | -35.3% | +41.5% | +12.5% |
| YTD | +14.5% | -53.4% | +67.9% | +26.5% |
| 1Y | +46.0% | -65.6% | +111.6% | +70.1% |
| 3Y | +36.4% | -5.1% | +41.4% | +23.3% |
| 5Y | -67.5% | +18.5% | -86.1% | -73.1% |
| 10Y | -45.8% | +369.8% | -415.7% | -68.0% |
| All | +94.4% | +351.0% | -256.6% | +0.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling