+1,852.6%
AXON vs BURL
+215.5%
+1,637.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.6% | -6.8% | -4.9% |
| 7D | -14.2% | -2.8% | -11.4% | -13.5% |
| 30D | -15.4% | -28.2% | +12.8% | -7.4% |
| 3M | +0.5% | -17.6% | +18.1% | +5.5% |
| 6M | -9.5% | -11.8% | +2.3% | -7.8% |
| YTD | -9.2% | -8.1% | -1.1% | -8.9% |
| 1Y | -29.4% | -12.0% | -17.4% | -28.9% |
| 3Y | +139.4% | +63.3% | +76.1% | +90.2% |
| 5Y | +178.9% | -10.8% | +189.7% | +157.0% |
| All | +1,852.6% | +215.5% | +1,637.1% | +1,147.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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