+176.9%
AXON vs VIVK
-100.0%
+276.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +7.7% | -9.6% | -2.1% |
| 7D | -2.5% | +13.1% | -15.5% | -2.7% |
| 30D | -11.5% | -29.7% | +18.2% | -11.1% |
| 3M | +7.3% | -93.0% | +100.3% | +10.9% |
| 6M | -11.9% | -98.0% | +86.0% | -7.7% |
| YTD | -11.0% | -97.8% | +86.8% | -7.9% |
| 1Y | -31.8% | -100.0% | +68.2% | -25.3% |
| 3Y | +135.4% | -100.0% | +235.4% | +154.5% |
| 5Y | +176.9% | -100.0% | +276.9% | +198.6% |
| All | +176.9% | -100.0% | +276.9% | +198.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling