+190.3%
AXON vs BOXX
+18.5%
+171.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | -0.1% |
| 7D | -7.0% | +0.1% | -7.1% | -7.2% |
| 30D | -20.1% | +0.3% | -20.4% | -20.8% |
| 3M | +7.4% | +1.0% | +6.4% | +3.8% |
| 6M | -7.4% | +1.9% | -9.3% | -14.3% |
| YTD | -15.6% | +2.7% | -18.3% | -24.4% |
| 1Y | -36.2% | +4.0% | -40.2% | -45.6% |
| 3Y | +124.8% | +14.7% | +110.2% | +86.1% |
| All | +190.3% | +18.5% | +171.9% | +135.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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