+188.0%
AXON vs NVTS
-15.6%
+203.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +6.3% | -10.5% | -4.5% |
| 7D | -14.2% | +2.7% | -16.9% | -14.3% |
| 30D | -15.4% | -4.5% | -10.9% | -15.3% |
| 3M | +0.5% | -61.5% | +62.0% | +5.3% |
| 6M | -9.5% | +28.0% | -37.5% | -13.9% |
| YTD | -9.2% | +65.3% | -74.5% | -15.4% |
| 1Y | -29.4% | +113.0% | -142.4% | -36.2% |
| 3Y | +139.4% | +34.7% | +104.7% | +121.6% |
| All | +188.0% | -15.6% | +203.6% | +142.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling