+1,854.5%
AXON vs VMC
+149.2%
+1,705.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.3% | -1.3% |
| 7D | -2.5% | -0.5% | -1.9% | -2.3% |
| 30D | -11.5% | -9.1% | -2.4% | -7.9% |
| 3M | +7.3% | -4.1% | +11.4% | +9.0% |
| 6M | -11.9% | -5.5% | -6.4% | -10.3% |
| YTD | -11.0% | -8.9% | -2.1% | -8.7% |
| 1Y | -31.8% | -12.9% | -18.8% | -28.6% |
| 3Y | +135.4% | +22.1% | +113.3% | +112.4% |
| 5Y | +176.9% | +52.7% | +124.1% | +126.4% |
| 10Y | +1,854.5% | +152.7% | +1,701.7% | +1,017.5% |
| All | +1,854.5% | +149.2% | +1,705.3% | +1,017.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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