+67,943.5%
AXON vs VFC
+364.9%
+67,578.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +0.1% | -18.3% | -18.2% |
| 7D | -26.8% | +11.2% | -38.0% | -29.5% |
| 30D | -22.9% | +41.5% | -64.4% | -31.7% |
| 3M | -40.1% | +38.9% | -79.0% | -46.6% |
| 6M | -18.9% | +6.1% | -25.0% | -21.6% |
| YTD | -44.9% | +14.5% | -59.4% | -48.6% |
| 1Y | -46.7% | +46.0% | -92.6% | -54.5% |
| 3Y | +44.3% | +36.4% | +8.0% | +3.6% |
| 5Y | +71.4% | -67.5% | +138.9% | +122.2% |
| 10Y | +1,324.0% | -45.8% | +1,369.9% | +1,166.6% |
| All | +67,943.5% | +364.9% | +67,578.6% | +21,543.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling