+3,250.1%
AXON vs EFV
+249.8%
+3,000.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.7% | -5.9% | -5.7% |
| 7D | -28.7% | +1.7% | -30.5% | -29.7% |
| 30D | -28.3% | +3.4% | -31.7% | -30.3% |
| 3M | -46.9% | -1.7% | -45.2% | -45.9% |
| 6M | -24.9% | +6.4% | -31.3% | -29.1% |
| YTD | -46.6% | +16.3% | -62.9% | -54.0% |
| 1Y | -49.7% | +22.9% | -72.6% | -58.8% |
| 3Y | +40.6% | +92.8% | -52.3% | -26.0% |
| 5Y | +71.9% | +93.5% | -21.6% | -10.1% |
| 10Y | +1,180.9% | +162.1% | +1,018.7% | +388.5% |
| All | +3,250.1% | +249.8% | +3,000.3% | +839.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling