+70.6%
VZ vs AVAV
+358.8%
-288.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.3% | +0.6% |
| 7D | +2.4% | 0.0% | +2.4% | +2.3% |
| 30D | +11.2% | -9.9% | +21.1% | +11.4% |
| 3M | 0.0% | -34.7% | +34.7% | +1.1% |
| 6M | +1.3% | -26.6% | +27.9% | +1.7% |
| YTD | +21.3% | -48.9% | +70.2% | +22.6% |
| 1Y | +23.9% | -63.0% | +87.0% | +26.9% |
| 3Y | +57.7% | +1.6% | +56.1% | +50.0% |
| 5Y | +21.2% | +34.5% | -13.3% | +11.6% |
| 10Y | +70.6% | +359.3% | -288.7% | +52.3% |
| All | +70.6% | +358.8% | -288.2% | +52.3% |
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