+182.3%
AXON vs NVTS
-14.2%
+196.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -2.1% |
| 7D | -2.5% | +9.7% | -12.2% | -3.0% |
| 30D | -11.5% | -13.6% | +2.1% | -10.9% |
| 3M | +7.3% | -51.0% | +58.3% | +10.9% |
| 6M | -11.9% | +46.3% | -58.3% | -17.0% |
| YTD | -11.0% | +68.1% | -79.1% | -17.2% |
| 1Y | -31.8% | +113.9% | -145.7% | -38.4% |
| 3Y | +135.4% | +45.3% | +90.1% | +115.1% |
| All | +182.3% | -14.2% | +196.4% | +137.6% |
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