+644.1%
VTI vs AVAV
+394.0%
+250.1%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.4% | +0.1% |
| 7D | -0.4% | 0.0% | -0.4% | -0.7% |
| 30D | -3.2% | -9.9% | +6.7% | -2.1% |
| 3M | -2.9% | -34.7% | +31.8% | +2.8% |
| 6M | +2.4% | -26.6% | +29.0% | +4.9% |
| YTD | +11.2% | -48.9% | +60.1% | +18.1% |
| 1Y | +11.6% | -63.0% | +74.6% | +24.4% |
| 3Y | +76.6% | +1.6% | +75.0% | +58.2% |
| 5Y | +65.3% | +34.5% | +30.8% | +34.9% |
| 10Y | +289.1% | +359.3% | -70.2% | +133.9% |
| All | +644.1% | +394.0% | +250.1% | +285.0% |
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