+1,028.0%
AXON vs FE
+110.9%
+917.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -27.4% | -0.5% | -26.9% | -27.3% |
| 30D | -28.5% | +4.3% | -32.8% | -29.2% |
| 3M | -49.3% | +0.4% | -49.7% | -49.3% |
| 6M | -25.0% | +6.9% | -32.0% | -26.4% |
| YTD | -46.7% | +8.0% | -54.7% | -48.0% |
| 1Y | -48.3% | +4.8% | -53.1% | -49.1% |
| 3Y | +38.8% | +49.0% | -10.1% | +22.6% |
| 5Y | +77.7% | +46.2% | +31.5% | +55.8% |
| 10Y | +1,028.0% | +120.9% | +907.2% | +910.4% |
| All | +1,028.0% | +110.9% | +917.2% | +910.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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