+116.6%
VSH vs AVAV
+423.1%
-306.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +12.6% | +0.9% | +10.5% |
| 7D | +3.5% | +3.2% | +0.3% | +3.0% |
| 30D | -22.4% | -7.4% | -15.0% | -20.9% |
| 3M | -25.2% | -32.0% | +6.8% | -18.8% |
| 6M | -22.5% | -24.6% | +2.0% | -19.1% |
| YTD | +84.2% | -47.5% | +131.7% | +102.0% |
| 1Y | +87.1% | -61.5% | +148.6% | +119.5% |
| 3Y | +31.7% | +5.5% | +26.2% | +15.2% |
| 5Y | +42.6% | +35.7% | +6.8% | +10.3% |
| 10Y | +116.6% | +379.1% | -262.5% | +15.5% |
| All | +116.6% | +423.1% | -306.5% | +15.5% |
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