+717.0%
VGT vs AVAV
+358.8%
+358.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.4% | -0.9% |
| 7D | -4.1% | 0.0% | -4.1% | -4.3% |
| 30D | -13.6% | -9.9% | -3.7% | -12.4% |
| 3M | -8.0% | -34.7% | +26.7% | -2.0% |
| 6M | -1.5% | -26.6% | +25.1% | +1.5% |
| YTD | +17.7% | -48.9% | +66.6% | +25.9% |
| 1Y | +13.8% | -63.0% | +76.8% | +28.4% |
| 3Y | +101.6% | +1.6% | +100.0% | +80.5% |
| 5Y | +106.7% | +34.5% | +72.2% | +67.7% |
| 10Y | +717.0% | +359.3% | +357.7% | +438.3% |
| All | +717.0% | +358.8% | +358.2% | +438.3% |
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