+5,415.2%
AXON vs ET
+1,435.0%
+3,980.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.3% | -4.5% | -4.3% |
| 7D | -14.2% | +0.9% | -15.1% | -14.4% |
| 30D | -15.4% | +7.5% | -22.9% | -17.4% |
| 3M | +0.5% | +11.4% | -10.9% | -3.1% |
| 6M | -9.5% | +18.5% | -28.0% | -14.7% |
| YTD | -9.2% | +37.4% | -46.6% | -18.5% |
| 1Y | -29.4% | +30.9% | -60.3% | -35.9% |
| 3Y | +139.4% | +98.7% | +40.7% | +91.0% |
| 5Y | +178.9% | +230.7% | -51.8% | +87.7% |
| 10Y | +1,840.8% | +175.6% | +1,665.2% | +1,139.4% |
| All | +5,415.2% | +1,435.0% | +3,980.2% | +830.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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