+153.4%
VMC vs AVAV
+502.7%
-349.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.7% | +1.2% |
| 7D | -4.3% | -2.2% | -2.1% | -4.0% |
| 30D | -8.2% | -13.9% | +5.7% | -6.5% |
| 3M | -7.0% | -29.2% | +22.2% | -3.5% |
| 6M | -10.8% | -36.1% | +25.4% | -6.8% |
| YTD | -7.4% | -40.2% | +32.8% | -3.7% |
| 1Y | -9.5% | -36.2% | +26.7% | -7.6% |
| 3Y | +20.5% | +47.5% | -27.1% | 0.0% |
| 5Y | +51.6% | +39.3% | +12.3% | +21.9% |
| All | +153.4% | +502.7% | -349.3% | +23.6% |
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