+1,787.9%
AXON vs VIVK
-100.0%
+1,887.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.4% | +7.5% | +0.2% |
| 7D | -7.0% | -4.4% | -2.7% | -7.0% |
| 30D | -20.1% | -40.8% | +20.7% | -19.7% |
| 3M | +7.4% | -94.1% | +101.6% | +9.9% |
| 6M | -7.4% | -98.2% | +90.8% | -4.6% |
| YTD | -15.6% | -98.0% | +82.4% | -13.7% |
| 1Y | -36.2% | -100.0% | +63.8% | -32.8% |
| 3Y | +124.8% | -100.0% | +224.8% | +135.7% |
| 5Y | +166.6% | -100.0% | +266.6% | +179.8% |
| All | +1,787.9% | -100.0% | +1,887.9% | +1,633.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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