+388.9%
AXON vs EOSE
-60.2%
+449.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.9% | +1.6% | -2.0% |
| 7D | -11.0% | +14.0% | -25.0% | -11.8% |
| 30D | -24.7% | -5.9% | -18.8% | -24.7% |
| 3M | +7.0% | -34.3% | +41.3% | +8.6% |
| 6M | -9.6% | -37.8% | +28.1% | -8.8% |
| YTD | -15.7% | -65.2% | +49.5% | -13.0% |
| 1Y | -35.9% | -41.9% | +6.0% | -36.8% |
| 3Y | +123.0% | +44.6% | +78.5% | +93.9% |
| 5Y | +166.3% | -69.2% | +235.5% | +138.1% |
| All | +388.9% | -60.2% | +449.1% | +330.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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