+1,180.9%
AXON vs VMC
+145.8%
+1,035.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.4% | -5.5% | -4.1% |
| 7D | -28.7% | +0.1% | -28.8% | -28.7% |
| 30D | -28.3% | +18.3% | -46.6% | -33.0% |
| 3M | -46.9% | +1.9% | -48.8% | -47.2% |
| 6M | -24.9% | +2.4% | -27.3% | -25.8% |
| YTD | -46.6% | +2.1% | -48.7% | -47.7% |
| 1Y | -49.7% | +1.5% | -51.2% | -50.6% |
| 3Y | +40.6% | +41.5% | -0.9% | +19.9% |
| 5Y | +71.9% | +46.4% | +25.5% | +42.5% |
| 10Y | +1,180.9% | +139.8% | +1,041.1% | +717.0% |
| All | +1,180.9% | +145.8% | +1,035.0% | +717.0% |
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