+1,854.5%
AXON vs EFV
+163.3%
+1,691.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.4% |
| 7D | -2.5% | +1.0% | -3.5% | -3.2% |
| 30D | -11.5% | +0.2% | -11.7% | -11.6% |
| 3M | +7.3% | +9.6% | -2.3% | -0.8% |
| 6M | -11.9% | +14.0% | -26.0% | -21.6% |
| YTD | -11.0% | +18.5% | -29.5% | -23.5% |
| 1Y | -31.8% | +27.9% | -59.7% | -45.1% |
| 3Y | +135.4% | +92.4% | +43.0% | +30.7% |
| 5Y | +176.9% | +97.2% | +79.7% | +49.7% |
| 10Y | +1,854.5% | +163.0% | +1,691.5% | +683.4% |
| All | +1,854.5% | +163.3% | +1,691.1% | +683.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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