+67.1%
VZ vs AVAV
+317.7%
-250.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -9.8% | +9.7% | +0.2% |
| 7D | +5.6% | -24.3% | +30.0% | +6.4% |
| 30D | +1.9% | -28.9% | +30.7% | +2.7% |
| 3M | +0.8% | -39.3% | +40.0% | +2.1% |
| 6M | +0.6% | -38.8% | +39.4% | +1.5% |
| YTD | +20.8% | -57.8% | +78.6% | +22.7% |
| 1Y | +23.9% | -70.9% | +94.8% | +27.8% |
| 3Y | +55.7% | -14.8% | +70.5% | +48.8% |
| 5Y | +21.5% | +7.3% | +14.2% | +12.8% |
| All | +67.1% | +317.7% | -250.6% | +49.6% |
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