+1,016.4%
AXON vs VIVK
-100.0%
+1,116.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -9.6% | +6.9% | -2.6% |
| 7D | -19.7% | -38.6% | +18.9% | -19.5% |
| 30D | -25.7% | -87.7% | +62.0% | -24.6% |
| 3M | -48.8% | -98.9% | +50.1% | -47.1% |
| 6M | -22.0% | -100.0% | +78.0% | -17.6% |
| YTD | -45.9% | -100.0% | +54.0% | -43.2% |
| 1Y | -46.1% | -100.0% | +53.9% | -42.4% |
| 3Y | +40.9% | -100.0% | +140.9% | +50.8% |
| 5Y | +80.2% | -100.0% | +180.2% | +93.3% |
| All | +1,016.4% | -100.0% | +1,116.4% | +1,098.9% |
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