+121.0%
VTR vs AVAV
+315.4%
-194.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.5% |
| 7D | +0.2% | +4.2% | -4.0% | -0.3% |
| 30D | +5.5% | -2.6% | +8.0% | +5.4% |
| 3M | -0.9% | -38.0% | +37.0% | +3.4% |
| 6M | -0.4% | -27.0% | +26.6% | +0.8% |
| YTD | +17.0% | -51.4% | +68.4% | +21.9% |
| 1Y | +18.0% | -60.2% | +78.2% | +25.7% |
| 3Y | +127.4% | -6.7% | +134.0% | +103.3% |
| 5Y | +92.3% | +28.3% | +64.0% | +56.4% |
| All | +121.0% | +315.4% | -194.4% | +61.9% |
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