+121.2%
VSH vs AVAV
+358.8%
-237.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.7% | +4.2% | +2.1% |
| 7D | -1.6% | 0.0% | -1.6% | -1.3% |
| 30D | -21.3% | -9.9% | -11.4% | -19.2% |
| 3M | -18.9% | -34.7% | +15.8% | -11.1% |
| 6M | -21.4% | -26.6% | +5.2% | -17.4% |
| YTD | +86.8% | -48.9% | +135.8% | +106.2% |
| 1Y | +85.8% | -63.0% | +148.8% | +120.0% |
| 3Y | +30.1% | +1.6% | +28.6% | +14.8% |
| 5Y | +42.8% | +34.5% | +8.3% | +10.5% |
| 10Y | +121.2% | +359.3% | -238.1% | +18.8% |
| All | +121.2% | +358.8% | -237.5% | +18.8% |
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 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