+1,874.2%
AXON vs FLUT
-9.7%
+1,883.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.2% | -2.0% | -3.7% |
| 7D | -14.2% | -1.6% | -12.5% | -13.8% |
| 30D | -15.4% | +7.7% | -23.1% | -16.7% |
| 3M | +0.5% | -0.7% | +1.2% | +0.1% |
| 6M | -9.5% | -11.2% | +1.7% | -7.8% |
| YTD | -9.2% | -53.4% | +44.2% | +3.7% |
| 1Y | -29.4% | -65.8% | +36.4% | -15.1% |
| 3Y | +139.4% | -44.9% | +184.3% | +164.6% |
| 5Y | +178.9% | -49.7% | +228.6% | +194.9% |
| All | +1,874.2% | -9.7% | +1,883.9% | +1,868.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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