+171.7%
VSH vs AVAV
+502.7%
-331.0%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.7% | +6.2% | +4.8% |
| 7D | +4.1% | -2.2% | +6.3% | +4.6% |
| 30D | -4.2% | -13.9% | +9.8% | -1.0% |
| 3M | -50.0% | -29.2% | -20.7% | -46.7% |
| 6M | +80.2% | -36.1% | +116.3% | +94.2% |
| YTD | +121.1% | -40.2% | +161.3% | +135.8% |
| 1Y | +112.0% | -36.2% | +148.2% | +121.1% |
| 3Y | +22.5% | +47.5% | -25.0% | -1.7% |
| 5Y | +64.0% | +39.3% | +24.8% | +26.2% |
| All | +171.7% | +502.7% | -331.0% | +27.9% |
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