+1,205.2%
VST vs AVAV
+423.1%
+782.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +12.6% | -5.3% | +4.7% |
| 7D | -0.5% | +3.2% | -3.7% | -1.0% |
| 30D | -17.1% | -7.4% | -9.7% | -15.8% |
| 3M | -4.6% | -32.0% | +27.4% | +2.5% |
| 6M | -9.1% | -24.6% | +15.5% | -6.4% |
| YTD | -16.6% | -47.5% | +30.9% | -9.3% |
| 1Y | -29.5% | -61.5% | +32.0% | -18.4% |
| 3Y | +297.5% | +5.5% | +292.1% | +266.8% |
| 5Y | +654.5% | +35.7% | +618.8% | +542.3% |
| 10Y | +1,205.2% | +379.1% | +826.1% | +758.3% |
| All | +1,205.2% | +423.1% | +782.1% | +758.3% |
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