+1,112.0%
VST vs AVAV
+361.4%
+750.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +10.5% | +0.1% | +8.4% |
| 7D | -9.8% | -10.6% | +0.8% | -7.6% |
| 30D | -25.1% | -18.8% | -6.3% | -21.9% |
| 3M | -11.6% | -34.1% | +22.5% | -4.4% |
| 6M | -20.9% | -35.3% | +14.4% | -16.0% |
| YTD | -22.3% | -53.4% | +31.1% | -13.4% |
| 1Y | -32.0% | -65.6% | +33.6% | -19.5% |
| 3Y | +262.4% | -5.1% | +267.5% | +242.0% |
| 5Y | +563.4% | +18.5% | +544.8% | +481.0% |
| All | +1,112.0% | +361.4% | +750.7% | +728.5% |
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