-3.9%
AXON vs ETHA
-42.9%
+39.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.2% | +0.6% | -2.1% |
| 7D | -19.7% | -10.3% | -9.4% | -18.1% |
| 30D | -25.7% | -19.7% | -6.0% | -22.8% |
| 3M | -48.8% | +7.2% | -56.0% | -49.4% |
| 6M | -22.0% | -11.9% | -10.0% | -20.7% |
| YTD | -45.9% | -32.3% | -13.6% | -43.6% |
| 1Y | -46.1% | -41.1% | -4.9% | -42.9% |
| All | -3.9% | -42.9% | +39.0% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 ETHA 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