+1,028.0%
AXON vs EFV
+159.5%
+868.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.1% |
| 7D | -27.4% | +2.1% | -29.5% | -28.5% |
| 30D | -28.5% | +3.1% | -31.5% | -30.0% |
| 3M | -49.3% | -1.3% | -48.0% | -48.6% |
| 6M | -25.0% | +6.0% | -31.0% | -28.6% |
| YTD | -46.7% | +15.8% | -62.6% | -53.2% |
| 1Y | -48.3% | +21.1% | -69.4% | -56.2% |
| 3Y | +38.8% | +91.0% | -52.2% | -22.2% |
| 5Y | +77.7% | +94.3% | -16.6% | -2.2% |
| 10Y | +1,028.0% | +160.4% | +867.6% | +405.5% |
| All | +1,028.0% | +159.5% | +868.5% | +405.5% |
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