+996.4%
VST vs AVAV
+317.7%
+678.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -9.8% | +3.7% | -4.2% |
| 7D | -19.9% | -24.3% | +4.4% | -15.2% |
| 30D | -29.7% | -28.9% | -0.8% | -24.8% |
| 3M | -19.6% | -39.3% | +19.7% | -11.7% |
| 6M | -29.4% | -38.8% | +9.4% | -24.2% |
| YTD | -29.7% | -57.8% | +28.1% | -20.2% |
| 1Y | -40.0% | -70.9% | +30.8% | -26.7% |
| 3Y | +231.0% | -14.8% | +245.8% | +219.0% |
| 5Y | +500.1% | +7.3% | +492.8% | +435.9% |
| All | +996.4% | +317.7% | +678.7% | +664.1% |
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 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