+119.0%
VTR vs AVAV
-5.8%
+124.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.5% | -10.8% | -0.3% |
| 7D | +4.7% | -10.6% | +15.2% | +4.6% |
| 30D | +10.9% | -18.8% | +29.7% | +10.8% |
| 3M | -3.2% | -34.1% | +30.9% | -3.4% |
| 6M | +3.7% | -35.3% | +39.0% | +3.5% |
| YTD | +16.8% | -53.4% | +70.2% | +16.7% |
| 1Y | +21.3% | -65.6% | +87.0% | +21.8% |
| 3Y | +119.0% | -5.1% | +124.1% | +92.4% |
| All | +119.0% | -5.8% | +124.8% | +92.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling