+97.8%
VTR vs AVAV
+478.0%
-380.2%
-76.9%
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% | 0.0% |
| 7D | -2.9% | -3.2% | +0.2% | -2.6% |
| 30D | -2.8% | -25.6% | +22.8% | -0.1% |
| 3M | +9.0% | -20.2% | +29.2% | +10.5% |
| 6M | +5.0% | -38.1% | +43.0% | +8.5% |
| YTD | +16.9% | -41.8% | +58.7% | +20.1% |
| 1Y | +34.3% | -39.0% | +73.3% | +35.6% |
| 3Y | +131.6% | +24.1% | +107.5% | +100.7% |
| 5Y | +88.0% | +53.0% | +35.0% | +51.2% |
| 10Y | +97.8% | +493.8% | -396.1% | +41.0% |
| All | +97.8% | +478.0% | -380.2% | +41.0% |
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 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