+135.4%
AXON vs VICR
+201.6%
-66.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.5% | -4.5% | -2.2% |
| 7D | -2.5% | +9.8% | -12.3% | -3.4% |
| 30D | -11.5% | -12.6% | +1.1% | -10.7% |
| 3M | +7.3% | -29.7% | +37.0% | +9.1% |
| 6M | -11.9% | +18.8% | -30.8% | -18.8% |
| YTD | -11.0% | +76.4% | -87.4% | -22.8% |
| 1Y | -31.8% | +282.4% | -314.1% | -47.7% |
| 3Y | +135.4% | +206.2% | -70.8% | +89.9% |
| All | +135.4% | +201.6% | -66.2% | +89.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling