+1,016.4%
AXON vs FE
+123.7%
+892.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.6% | -2.6% |
| 7D | -19.7% | -0.3% | -19.4% | -19.6% |
| 30D | -25.7% | +3.9% | -29.6% | -26.4% |
| 3M | -48.8% | -0.1% | -48.7% | -48.8% |
| 6M | -22.0% | +6.1% | -28.1% | -23.2% |
| YTD | -45.9% | +8.1% | -54.0% | -47.2% |
| 1Y | -46.1% | +4.4% | -50.5% | -46.9% |
| 3Y | +40.9% | +49.0% | -8.1% | +24.5% |
| 5Y | +80.2% | +46.1% | +34.1% | +58.1% |
| All | +1,016.4% | +123.7% | +892.6% | +900.4% |
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