+1,846.0%
AXON vs VICR
+1,508.7%
+337.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.9% | +1.8% | -2.2% |
| 7D | -3.3% | +1.3% | -4.6% | -3.7% |
| 30D | -17.8% | -11.9% | -5.9% | -16.5% |
| 3M | +8.3% | -35.1% | +43.4% | +13.9% |
| 6M | -12.4% | +8.1% | -20.5% | -20.0% |
| YTD | -13.7% | +67.8% | -81.5% | -28.9% |
| 1Y | -33.1% | +267.3% | -300.4% | -54.2% |
| 3Y | +128.2% | +191.2% | -63.0% | +51.6% |
| 5Y | +170.5% | +48.1% | +122.4% | +90.8% |
| 10Y | +1,846.0% | +1,546.1% | +299.9% | +625.1% |
| All | +1,846.0% | +1,508.7% | +337.3% | +625.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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