+463.6%
VTV vs AVAV
+397.6%
+66.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.9% |
| 7D | -0.4% | +9.9% | -10.3% | -1.9% |
| 30D | +3.9% | -5.4% | +9.3% | +4.3% |
| 3M | +2.6% | -36.5% | +39.1% | +8.3% |
| 6M | +11.5% | -25.3% | +36.8% | +13.5% |
| YTD | +22.3% | -48.6% | +70.8% | +28.7% |
| 1Y | +24.5% | -62.1% | +86.6% | +36.5% |
| 3Y | +78.8% | +2.3% | +76.5% | +60.3% |
| 5Y | +78.6% | +35.4% | +43.3% | +46.5% |
| 10Y | +231.8% | +345.1% | -113.3% | +102.8% |
| All | +463.6% | +397.6% | +66.0% | +191.8% |
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