+331.1%
VTR vs AVAV
+478.6%
-147.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.7% |
| 7D | -1.7% | -2.2% | +0.5% | -1.4% |
| 30D | -2.4% | -13.9% | +11.5% | -0.6% |
| 3M | +14.8% | -29.2% | +44.0% | +19.0% |
| 6M | +5.3% | -36.1% | +41.5% | +9.8% |
| YTD | +18.1% | -40.2% | +58.3% | +22.1% |
| 1Y | +36.7% | -36.2% | +72.9% | +38.0% |
| 3Y | +130.1% | +47.5% | +82.6% | +88.2% |
| 5Y | +89.5% | +39.3% | +50.2% | +49.9% |
| 10Y | +87.4% | +482.6% | -395.2% | +1.4% |
| All | +331.1% | +478.6% | -147.5% | +92.8% |
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 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