+1,917.9%
VRT vs AVAV
+70.2%
+1,847.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +12.6% | -3.0% | +6.8% |
| 7D | -10.6% | +3.2% | -13.8% | -11.0% |
| 30D | -17.4% | -7.4% | -10.0% | -15.9% |
| 3M | -26.4% | -32.0% | +5.6% | -20.1% |
| 6M | -41.0% | -24.6% | -16.4% | -38.6% |
| YTD | +23.8% | -47.5% | +71.3% | +34.6% |
| 1Y | +11.6% | -61.5% | +73.1% | +30.3% |
| 3Y | +403.5% | +5.5% | +398.0% | +354.0% |
| 5Y | +647.0% | +35.7% | +611.3% | +509.3% |
| All | +1,917.9% | +70.2% | +1,847.7% | +1,385.0% |
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