+292.8%
VSH vs AVAV
+478.6%
-185.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.7% | +6.2% | +4.9% |
| 7D | +4.1% | -2.2% | +6.3% | +4.6% |
| 30D | -4.2% | -13.9% | +9.8% | -0.7% |
| 3M | -50.0% | -29.2% | -20.7% | -46.4% |
| 6M | +80.2% | -36.1% | +116.3% | +95.8% |
| YTD | +121.1% | -40.2% | +161.3% | +137.4% |
| 1Y | +112.0% | -36.2% | +148.2% | +121.7% |
| 3Y | +22.5% | +47.5% | -25.0% | -4.1% |
| 5Y | +64.0% | +39.3% | +24.8% | +22.0% |
| 10Y | +170.4% | +482.6% | -312.2% | +19.9% |
| All | +292.8% | +478.6% | -185.8% | +52.6% |
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