+588.9%
VST vs AVAV
+18.1%
+570.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +10.5% | +0.1% | +8.1% |
| 7D | -9.8% | -10.6% | +0.8% | -7.3% |
| 30D | -25.1% | -18.8% | -6.3% | -21.6% |
| 3M | -11.6% | -34.1% | +22.5% | -3.6% |
| 6M | -20.9% | -35.3% | +14.4% | -15.4% |
| YTD | -22.3% | -53.4% | +31.1% | -12.3% |
| 1Y | -32.0% | -65.6% | +33.6% | -17.4% |
| 3Y | +262.4% | -5.1% | +267.5% | +235.7% |
| All | +588.9% | +18.1% | +570.8% | +471.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling