+80.2%
AXON vs VFC
-68.8%
+149.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.0% | +0.3% | -2.1% |
| 7D | -19.7% | -1.4% | -18.3% | -19.5% |
| 30D | -25.7% | +24.6% | -50.3% | -28.5% |
| 3M | -48.8% | +38.4% | -87.2% | -51.6% |
| 6M | -22.0% | +15.3% | -37.3% | -24.3% |
| YTD | -45.9% | +12.7% | -58.7% | -47.5% |
| 1Y | -46.1% | +32.7% | -78.8% | -49.0% |
| 3Y | +40.9% | +43.7% | -2.8% | +19.9% |
| 5Y | +80.2% | -69.2% | +149.4% | +155.6% |
| All | +80.2% | -68.8% | +149.1% | +155.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling