+188.5%
VSH vs AVAV
+351.0%
-162.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +10.5% | -4.7% | +3.1% |
| 7D | -12.9% | -10.6% | -2.4% | -10.3% |
| 30D | -36.9% | -18.8% | -18.1% | -33.3% |
| 3M | -28.8% | -34.1% | +5.3% | -21.2% |
| 6M | -30.3% | -35.3% | +5.0% | -24.0% |
| YTD | +62.4% | -53.4% | +115.8% | +85.3% |
| 1Y | +62.5% | -65.6% | +128.2% | +99.7% |
| 3Y | +7.4% | -5.1% | +12.5% | -5.1% |
| 5Y | +25.4% | +18.5% | +6.9% | -2.9% |
| 10Y | +102.6% | +369.8% | -267.2% | -5.4% |
| All | +188.5% | +351.0% | -162.6% | +19.1% |
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