+1,030.4%
AXON vs EWJ
+125.5%
+904.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.6% | -6.8% | -6.3% |
| 7D | -28.7% | -1.5% | -27.3% | -27.8% |
| 30D | -28.3% | -6.5% | -21.8% | -23.9% |
| 3M | -46.9% | -5.6% | -41.3% | -44.3% |
| 6M | -24.9% | -0.3% | -24.6% | -25.6% |
| YTD | -46.6% | +13.9% | -60.5% | -53.6% |
| 1Y | -49.7% | +14.6% | -64.2% | -56.5% |
| 3Y | +40.6% | +66.6% | -26.1% | -18.6% |
| 5Y | +71.9% | +47.7% | +24.2% | +13.0% |
| All | +1,030.4% | +125.5% | +904.9% | +446.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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