+12,177.9%
AXON vs VCLT
+103.4%
+12,074.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.1% | -4.3% | -4.2% |
| 7D | -14.2% | -0.5% | -13.6% | -14.0% |
| 30D | -15.4% | -0.9% | -14.5% | -15.1% |
| 3M | +0.5% | -3.2% | +3.7% | +1.5% |
| 6M | -9.5% | -3.8% | -5.7% | -8.4% |
| YTD | -9.2% | -2.0% | -7.2% | -8.5% |
| 1Y | -29.4% | -0.8% | -28.6% | -29.1% |
| 3Y | +139.4% | +12.3% | +127.1% | +132.1% |
| 5Y | +178.9% | -15.4% | +194.3% | +179.6% |
| 10Y | +1,840.8% | +15.7% | +1,825.1% | +1,988.2% |
| All | +12,177.9% | +103.4% | +12,074.5% | +19,784.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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