-50.4%
VTRS vs AVAV
+520.8%
-571.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.5% | -5.2% | -1.1% |
| 7D | -3.3% | -0.1% | -3.2% | -3.3% |
| 30D | +1.4% | -25.0% | +26.3% | +3.9% |
| 3M | +4.6% | -15.0% | +19.6% | +5.5% |
| 6M | +18.1% | -33.6% | +51.7% | +21.1% |
| YTD | +34.7% | -39.2% | +73.9% | +37.4% |
| 1Y | +65.6% | -40.5% | +106.1% | +68.1% |
| 3Y | +83.8% | +29.6% | +54.2% | +62.7% |
| 5Y | +46.5% | +56.7% | -10.2% | +22.2% |
| All | -50.4% | +520.8% | -571.2% | -71.6% |
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