+1,852.6%
AXON vs FE
+115.1%
+1,737.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.6% | -4.0% |
| 7D | -14.2% | +1.9% | -16.1% | -14.5% |
| 30D | -15.4% | -1.2% | -14.2% | -15.2% |
| 3M | +0.5% | +3.5% | -3.0% | -0.4% |
| 6M | -9.5% | -6.1% | -3.4% | -8.4% |
| YTD | -9.2% | +7.6% | -16.8% | -11.2% |
| 1Y | -29.4% | +11.9% | -41.3% | -31.7% |
| 3Y | +139.4% | +48.4% | +91.0% | +112.3% |
| 5Y | +178.9% | +44.8% | +134.1% | +146.0% |
| All | +1,852.6% | +115.1% | +1,737.5% | +1,628.4% |
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