+377.4%
VT vs AVAV
+413.5%
-36.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.2% |
| 7D | +0.4% | -2.2% | +2.7% | +0.8% |
| 30D | +1.0% | -13.9% | +14.9% | +3.0% |
| 3M | +2.4% | -29.2% | +31.6% | +6.6% |
| 6M | +12.0% | -36.1% | +48.1% | +17.4% |
| YTD | +15.3% | -40.2% | +55.5% | +20.2% |
| 1Y | +22.6% | -36.2% | +58.8% | +25.2% |
| 3Y | +74.7% | +47.5% | +27.1% | +47.3% |
| 5Y | +66.1% | +39.3% | +26.9% | +35.8% |
| 10Y | +225.0% | +482.6% | -257.6% | +84.8% |
| All | +377.4% | +413.5% | -36.0% | +147.0% |
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