-5.1%
AXON vs ETHA
-39.8%
+34.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.5% | +1.4% | -2.3% |
| 7D | -28.7% | -5.3% | -23.5% | -28.0% |
| 30D | -28.3% | -14.2% | -14.1% | -26.4% |
| 3M | -46.9% | +10.7% | -57.6% | -47.8% |
| 6M | -24.9% | -8.4% | -16.5% | -24.2% |
| YTD | -46.6% | -28.6% | -18.0% | -44.8% |
| 1Y | -49.7% | -38.8% | -10.8% | -47.2% |
| All | -5.1% | -39.8% | +34.6% | -10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling