+1,060.5%
AXON vs ELF
+335.0%
+725.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | -25.6% | +4.3% | -29.9% | -26.3% |
| 30D | -23.9% | +7.7% | -31.6% | -25.1% |
| 3M | -50.4% | +24.7% | -75.1% | -52.5% |
| 6M | -20.0% | +114.6% | -134.7% | -30.7% |
| YTD | -44.5% | +55.8% | -100.2% | -49.6% |
| 1Y | -44.9% | +51.9% | -96.8% | -49.9% |
| 3Y | +44.7% | +24.6% | +20.2% | +22.9% |
| 5Y | +86.7% | +279.2% | -192.5% | +18.1% |
| 10Y | +1,060.5% | +338.7% | +721.7% | +482.5% |
| All | +1,060.5% | +335.0% | +725.5% | +482.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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