-5.3%
AXON vs ETHA
-41.7%
+36.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | +0.4% |
| 7D | -27.4% | -10.2% | -17.2% | -25.9% |
| 30D | -28.5% | -17.0% | -11.5% | -26.1% |
| 3M | -49.3% | +9.6% | -58.9% | -50.1% |
| 6M | -25.0% | -11.3% | -13.7% | -23.9% |
| YTD | -46.7% | -30.9% | -15.8% | -44.6% |
| 1Y | -48.3% | -42.6% | -5.7% | -45.2% |
| All | -5.3% | -41.7% | +36.4% | -9.8% |
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