+176.9%
AXON vs VICR
+53.8%
+123.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.5% | -4.5% | -2.3% |
| 7D | -2.5% | +9.8% | -12.3% | -3.7% |
| 30D | -11.5% | -12.6% | +1.1% | -10.4% |
| 3M | +7.3% | -29.7% | +37.0% | +10.0% |
| 6M | -11.9% | +18.8% | -30.8% | -19.1% |
| YTD | -11.0% | +76.4% | -87.4% | -23.8% |
| 1Y | -31.8% | +282.4% | -314.1% | -49.2% |
| 3Y | +135.4% | +206.2% | -70.8% | +71.9% |
| 5Y | +176.9% | +53.9% | +123.0% | +117.0% |
| All | +176.9% | +53.8% | +123.1% | +117.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling