+1,874.2%
AXON vs VFC
-68.0%
+1,942.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.4% | -6.5% | -4.7% |
| 7D | -14.2% | -1.6% | -12.6% | -13.8% |
| 30D | -15.4% | -11.6% | -3.8% | -12.8% |
| 3M | +0.5% | -18.1% | +18.6% | +4.7% |
| 6M | -9.5% | -27.4% | +17.9% | -3.4% |
| YTD | -9.2% | -24.8% | +15.6% | -4.1% |
| 1Y | -29.4% | -8.2% | -21.2% | -29.5% |
| 3Y | +139.4% | -29.1% | +168.5% | +127.7% |
| 5Y | +178.9% | -79.2% | +258.1% | +309.7% |
| All | +1,874.2% | -68.0% | +1,942.3% | +2,395.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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