+348.0%
VT vs AVAV
+262.4%
+85.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -9.8% | +5.8% | -2.6% |
| 7D | -4.2% | -24.3% | +20.1% | -0.3% |
| 30D | -5.8% | -28.9% | +23.1% | -1.2% |
| 3M | -5.2% | -39.3% | +34.0% | +1.4% |
| 6M | +0.1% | -38.8% | +38.9% | +5.5% |
| YTD | +8.2% | -57.8% | +66.0% | +18.3% |
| 1Y | +10.1% | -70.9% | +81.0% | +27.2% |
| 3Y | +69.7% | -14.8% | +84.5% | +56.3% |
| 5Y | +53.4% | +7.3% | +46.1% | +29.7% |
| 10Y | +219.2% | +325.3% | -106.1% | +89.3% |
| All | +348.0% | +262.4% | +85.7% | +143.1% |
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