+44.3%
AXON vs ELF
+24.7%
+19.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | -25.6% | +4.3% | -29.9% | -26.1% |
| 30D | -23.9% | +7.7% | -31.6% | -24.7% |
| 3M | -50.4% | +24.7% | -75.1% | -51.9% |
| 6M | -20.0% | +114.6% | -134.7% | -27.7% |
| YTD | -44.5% | +55.8% | -100.2% | -48.2% |
| 1Y | -44.9% | +51.9% | -96.8% | -48.5% |
| All | +44.3% | +24.7% | +19.5% | +28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling