+1,216.9%
VST vs AVAV
+490.6%
+726.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.7% | +5.3% | +3.9% |
| 7D | +8.9% | -2.2% | +11.1% | +9.4% |
| 30D | +6.2% | -13.9% | +20.1% | +9.1% |
| 3M | -2.7% | -29.2% | +26.5% | +2.3% |
| 6M | -8.4% | -36.1% | +27.8% | -2.5% |
| YTD | -7.2% | -40.2% | +33.0% | -1.4% |
| 1Y | -20.9% | -36.2% | +15.3% | -17.7% |
| 3Y | +384.0% | +47.5% | +336.5% | +320.3% |
| 5Y | +757.1% | +39.3% | +717.8% | +624.7% |
| All | +1,216.9% | +490.6% | +726.2% | +773.7% |
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