+1,304.8%
AXON vs VCIT
+28.8%
+1,276.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -0.1% | -18.1% | -18.0% |
| 7D | -26.8% | +0.1% | -26.9% | -26.9% |
| 30D | -22.9% | +1.9% | -24.8% | -24.6% |
| 3M | -40.1% | -1.4% | -38.6% | -39.0% |
| 6M | -18.9% | -2.1% | -16.7% | -16.6% |
| YTD | -44.9% | -1.6% | -43.3% | -43.6% |
| 1Y | -46.7% | -0.9% | -45.8% | -45.9% |
| 3Y | +44.3% | +20.0% | +24.4% | +16.2% |
| 5Y | +71.4% | +3.1% | +68.2% | +64.4% |
| All | +1,304.8% | +28.8% | +1,276.0% | +1,277.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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