+69.3%
AXON vs NVTS
-31.5%
+100.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +11.3% | -14.4% | -3.8% |
| 7D | -28.7% | +20.8% | -49.5% | -29.6% |
| 30D | -28.3% | -11.1% | -17.2% | -28.1% |
| 3M | -46.9% | -31.0% | -15.9% | -46.1% |
| 6M | -24.9% | -47.4% | +22.5% | -23.7% |
| YTD | -46.6% | +34.2% | -80.8% | -49.9% |
| 1Y | -49.7% | +22.2% | -71.9% | -52.6% |
| 3Y | +40.6% | +68.4% | -27.8% | +20.3% |
| 5Y | +71.9% | -39.0% | +110.9% | +45.1% |
| All | +69.3% | -31.5% | +100.8% | +43.8% |
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