+812.9%
VGT vs AVAV
+478.0%
+334.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.4% | +5.2% | +0.7% |
| 7D | +1.5% | -3.2% | +4.6% | +2.0% |
| 30D | +0.5% | -25.6% | +26.1% | +5.3% |
| 3M | +5.3% | -20.2% | +25.5% | +7.9% |
| 6M | +32.4% | -38.1% | +70.5% | +40.3% |
| YTD | +28.6% | -41.8% | +70.4% | +35.2% |
| 1Y | +37.6% | -39.0% | +76.7% | +42.4% |
| 3Y | +125.5% | +24.1% | +101.4% | +95.8% |
| 5Y | +135.2% | +53.0% | +82.2% | +87.8% |
| 10Y | +812.9% | +493.8% | +319.0% | +468.0% |
| All | +812.9% | +478.0% | +334.9% | +468.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling