+66,663.0%
AXON vs VSH
+121.8%
+66,541.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.6% | +2.0% | -1.2% |
| 7D | -19.7% | +26.2% | -45.9% | -26.0% |
| 30D | -25.7% | -12.5% | -13.2% | -24.0% |
| 3M | -48.8% | -16.9% | -31.9% | -47.5% |
| 6M | -22.0% | -17.0% | -5.0% | -25.0% |
| YTD | -45.9% | +93.8% | -139.7% | -62.2% |
| 1Y | -46.1% | +99.3% | -145.4% | -62.8% |
| 3Y | +40.9% | +35.0% | +5.9% | +3.4% |
| 5Y | +80.2% | +45.8% | +34.4% | +25.8% |
| 10Y | +1,029.9% | +127.1% | +902.8% | +536.5% |
| All | +66,663.0% | +121.8% | +66,541.3% | +26,578.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 all: compounded portfolio wealth divided by compounded VSH 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…
all analysis · Full analysis span regression · 6 months rolling