+136.8%
VTR vs AVAV
+358.8%
-221.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.7% | +1.2% |
| 7D | +3.8% | 0.0% | +3.8% | +3.5% |
| 30D | +10.1% | -9.9% | +20.0% | +10.9% |
| 3M | -1.2% | -34.7% | +33.5% | +2.6% |
| 6M | +4.8% | -26.6% | +31.4% | +6.1% |
| YTD | +18.9% | -48.9% | +67.8% | +23.3% |
| 1Y | +21.8% | -63.0% | +84.9% | +31.2% |
| 3Y | +132.0% | +1.6% | +130.4% | +105.0% |
| 5Y | +94.7% | +34.5% | +60.2% | +57.5% |
| 10Y | +136.8% | +359.3% | -222.4% | +68.8% |
| All | +136.8% | +358.8% | -221.9% | +68.8% |
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