+1,013.1%
AXON vs VMC
+131.6%
+881.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.1% |
| 7D | -27.4% | +1.1% | -28.5% | -27.6% |
| 30D | -28.5% | +17.7% | -46.1% | -32.9% |
| 3M | -49.3% | +1.1% | -50.3% | -49.4% |
| 6M | -25.0% | +1.8% | -26.9% | -25.7% |
| YTD | -46.7% | +1.5% | -48.2% | -47.7% |
| 1Y | -48.3% | -1.1% | -47.1% | -48.7% |
| 3Y | +38.8% | +38.8% | 0.0% | +19.6% |
| 5Y | +77.7% | +49.6% | +28.2% | +46.7% |
| All | +1,013.1% | +131.6% | +881.5% | +597.2% |
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