+213.7%
VT vs AVAV
+361.4%
-147.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +10.5% | -10.2% | -1.0% |
| 7D | -2.3% | -10.6% | +8.3% | -1.2% |
| 30D | -5.0% | -18.8% | +13.8% | -2.8% |
| 3M | -4.9% | -34.1% | +29.2% | -0.6% |
| 6M | -1.5% | -35.3% | +33.8% | +2.0% |
| YTD | +8.5% | -53.4% | +61.9% | +15.1% |
| 1Y | +11.4% | -65.6% | +77.0% | +22.6% |
| 3Y | +70.1% | -5.1% | +75.1% | +56.2% |
| 5Y | +53.7% | +18.5% | +35.2% | +31.9% |
| All | +213.7% | +361.4% | -147.7% | +127.8% |
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