+302.5%
VTI vs AVAV
+478.0%
-175.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.4% | +4.8% | +0.2% |
| 7D | -0.4% | -3.2% | +2.8% | 0.0% |
| 30D | -1.6% | -25.6% | +24.0% | +2.2% |
| 3M | +3.6% | -20.2% | +23.8% | +5.6% |
| 6M | +13.0% | -38.1% | +51.1% | +18.4% |
| YTD | +12.7% | -41.8% | +54.5% | +17.3% |
| 1Y | +18.4% | -39.0% | +57.4% | +21.3% |
| 3Y | +76.4% | +24.1% | +52.4% | +54.9% |
| 5Y | +73.7% | +53.0% | +20.7% | +41.5% |
| 10Y | +302.5% | +493.8% | -191.3% | +153.6% |
| All | +302.5% | +478.0% | -175.5% | +153.6% |
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