+160.2%
VXUS vs AVAV
+300.6%
-140.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.5% | -10.3% | -1.2% |
| 7D | -1.8% | -10.6% | +8.8% | -0.5% |
| 30D | -4.6% | -18.8% | +14.2% | -2.3% |
| 3M | -6.1% | -34.1% | +28.0% | -1.6% |
| 6M | -4.9% | -35.3% | +30.4% | -1.3% |
| YTD | +8.1% | -53.4% | +61.4% | +15.1% |
| 1Y | +12.1% | -65.6% | +77.7% | +24.0% |
| 3Y | +63.9% | -5.1% | +68.9% | +50.3% |
| 5Y | +43.1% | +18.5% | +24.6% | +21.9% |
| 10Y | +139.2% | +369.8% | -230.6% | +46.1% |
| All | +160.2% | +300.6% | -140.3% | +54.2% |
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