+140.2%
AXON vs ETR
+150.2%
-10.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.7% | -4.1% |
| 7D | -14.2% | +1.4% | -15.6% | -14.3% |
| 30D | -15.4% | +1.0% | -16.4% | -15.5% |
| 3M | +0.5% | -1.3% | +1.7% | +0.5% |
| 6M | -9.5% | +1.9% | -11.4% | -10.6% |
| YTD | -9.2% | +18.2% | -27.4% | -13.9% |
| 1Y | -29.4% | +24.7% | -54.1% | -34.0% |
| All | +140.2% | +150.2% | -10.1% | +96.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 3y: compounded portfolio wealth divided by compounded ETR 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…
3y analysis · Full analysis span regression · 6 months rolling