+1,678.9%
VRT vs AVAV
+36.9%
+1,642.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -9.8% | -4.2% | -11.8% |
| 7D | -28.1% | -24.3% | -3.8% | -23.3% |
| 30D | -30.2% | -28.9% | -1.3% | -24.5% |
| 3M | -36.4% | -39.3% | +2.9% | -29.2% |
| 6M | -48.2% | -38.8% | -9.4% | -43.4% |
| YTD | +9.2% | -57.8% | +67.0% | +24.7% |
| 1Y | -7.2% | -70.9% | +63.7% | +15.5% |
| 3Y | +338.7% | -14.8% | +353.5% | +315.3% |
| 5Y | +542.8% | +7.3% | +535.6% | +452.6% |
| All | +1,678.9% | +36.9% | +1,642.1% | +1,275.8% |
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