+44.3%
AXON vs VFC
+49.7%
-5.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.7% | +4.3% |
| 7D | -25.6% | -1.4% | -24.3% | -25.5% |
| 30D | -23.9% | +30.7% | -54.6% | -26.6% |
| 3M | -50.4% | +40.6% | -91.1% | -52.7% |
| 6M | -20.0% | +16.5% | -36.5% | -22.1% |
| YTD | -44.5% | +16.2% | -60.6% | -46.0% |
| 1Y | -44.9% | +42.4% | -87.3% | -47.4% |
| All | +44.3% | +49.7% | -5.4% | +33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling