-15.5%
AXON vs VG
-39.3%
+23.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -4.2% |
| 7D | -14.2% | +1.7% | -15.9% | -14.3% |
| 30D | -15.4% | +16.0% | -31.4% | -16.6% |
| 3M | +0.5% | +9.7% | -9.2% | -1.1% |
| 6M | -9.5% | +29.6% | -39.1% | -14.7% |
| YTD | -9.2% | +112.0% | -121.2% | -21.3% |
| 1Y | -29.4% | +12.8% | -42.2% | -32.9% |
| All | -15.5% | -39.3% | +23.8% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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