+71.5%
AXON vs NVTS
-31.6%
+103.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.1% | +2.4% | -2.3% |
| 7D | -19.7% | +21.6% | -41.4% | -20.8% |
| 30D | -25.7% | -8.5% | -17.2% | -25.5% |
| 3M | -48.8% | -31.4% | -17.4% | -47.9% |
| 6M | -22.0% | -50.3% | +28.4% | -20.3% |
| YTD | -45.9% | +33.9% | -79.8% | -49.2% |
| 1Y | -46.1% | +10.6% | -56.7% | -48.8% |
| 3Y | +40.9% | +52.7% | -11.8% | +23.2% |
| 5Y | +80.2% | -48.5% | +128.7% | +51.5% |
| All | +71.5% | -31.6% | +103.1% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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